SSRNTrading, Microstructure & Execution
Trading Volume Alpha
The article emphasizes the importance of predicting trading volume in portfolio optimization, noting that the benefits can be as significant as those from return prediction.
Featured in No. 46 on 24 Apr 2024 · 3 days after release · 4 citations today
- Released
- 21 Apr 2024
- First featured
- No. 46 · 24 Apr 2024
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 9
- Identifier
- SSRN 4802345
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).