Pierre Georges Bajgrowicz

Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News

Olivier Scaillet, Adrien Treccani, Pierre Georges Bajgrowicz, 2016 .

Financial Valuation and Risk Management Working Paper No . 452 Technical Trading Revisited : False Discoveries , Persistence Tests , and Transaction Costs

Olivier Scaillet, Pierre Georges Bajgrowicz, O. Scaillet, 2011 .