Amine Raboun

Euronext Paris

14 Place des Reflets

Courbevoie, 92400

France

Université Paris Dauphine

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

SCHOLARLY PAPERS

2

DOWNLOADS

131

CITATIONS

0

Scholarly Papers (2)

1.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Number of pages: 34 Posted: 28 May 2019
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 100 (263,745)

Abstract:

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Trading Costs, Market Impact, Liquidity, Anomalies-based Investments

2.

Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Number of pages: 36 Posted: 17 Jul 2019
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 31 (466,519)

Abstract:

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Trading Costs, Liquidity, Crowding, Bayesian Networks