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

338

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Ideas:
“  I'm currently working on stock market liquidity, transaction costs of asset pricing anomalies and crowding of institutional investors trades.  ”

Scholarly Papers (2)

1.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 203 (163,826)
Citation 4

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 Last Revised: 14 Oct 2019
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 135 (237,895)
Citation 1

Abstract:

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Trading Costs, Liquidity, Crowding, Bayesian Networks