haku: @author Odders-White, E. R. / yhteensä: 2
viite: 2 / 2
« edellinen | seuraava »
| Tekijä: | Odders-White, E. R. |
| Otsikko: | On the occurence and consequences of inaccurate trade classification |
| Lehti: | Journal of Financial Markets
2000 : AUG, VOL. 3:3, p. 259-286 |
| Asiasana: | Money markets Market structure Algorithms |
| Kieli: | eng |
| Tiivistelmä: | The valitity of many economic studies hinges on the ability to properly classify trades as buyer or seller-initiated. The study uses the TORQ data to investigate the performance of the Lee and Ready trade classification algorithm. |
« edellinen | seuraava »
SCIMA