A test of the accuracy of the Lee/Ready trade classification algorithm

Theissen, Erik

DOI: https://doi.org/10.1016/S1042-4431(00)00048-2
URL: https://www.sciencedirect.com/science/article/pii/...
Document Type: Article
Year of publication: 2001
The title of a journal, publication series: Journal of International Financial Markets, Institutions & Money
Volume: 11
Issue number: 2
Page range: 147-165
Place of publication: Amsterdam
Publishing house: Elsevier
ISSN: 1042-4431 , 1873-0612
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Theissen 2009-)
Subject: 330 Economics

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

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