مرکز منطقه ای اطلاع رساني علوم و فناوري - A test of the accuracy of the Lee/Ready trade classification algorithm

Title of article :

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

Author/Authors :

Erik Theissen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

147

To page :

165

Keywords :

Lee:Ready method , Bid–ask spread , Tick test

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2001

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189615

Link To Document :