Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange.
Barbara Bedowska-SójkaPublished in: Ann. Oper. Res. (2021)
Keyphrases
- stock exchange
- dow jones
- portfolio optimization
- stock price
- stock market
- financial markets
- financial data
- stock trading
- financial time series
- trading rules
- portfolio management
- transaction costs
- black scholes
- non stationary
- investment strategies
- neural network
- information retrieval
- option pricing
- data mining
- search engine