On the performance of the tick test
Marcelo Perlin; Chris Brooks; Alfonso Dufour
| Year of publication: |
2014
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|---|---|
| Authors: | Perlin, Marcelo ; Brooks, Chris ; Dufour, Alfonso |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 1, p. 42-50
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| Subject: | Market microstructure | Sign of a trade | Tick test | Lee and ready algorithm | Marktmikrostruktur | Wertpapierhandel | Securities trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010468795