haku: @journal_id 1678 / yhteensä: 40
viite: 16 / 40
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. |
SCIMA