Rebuttal of Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited

Chakrabarty, Moulton and Shkilko (2012) claim that they redo Asquith, Oman, and Safaya (2010) and obtain different results. This note shows Chakrabarty, et al. (2012) only redid a portion of Asquith, et al. (2010) and their results for that portion are the same as Asquith, et al. (2010). Furthermore, the findings in Chakrabarty, et al. (2012) do not show the Lee-Ready algorithm properly classifies short sales as they claim

MoreLess

Year of publication:	2013
Authors:	Asquith, Paul
Other Persons:	Oman, Rebecca (contributor) ; Safaya, Christopher (contributor)
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Verkauf \| Selling \| Wertpapierhandel \| Securities trading \| Leerverkauf \| Short selling \| Klassifikation \| Classification \| Algorithmus \| Algorithm

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013088297