Short sales, long sales, and the Lee-Ready trade classification algorithm revisited
Bidisha Chakrabarty; Pamela C. Moulton; Andriy Shkilko
| Year of publication: |
2012
|
|---|---|
| Authors: | Chakrabarty, Bidisha ; Moulton, Pamela C. ; Shkilko, Andriy |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 4, p. 467-491
|
| Subject: | Trade classification | Lee-Ready algorithm | Short sales | Buyer/seller initiated trades | Wertpapierhandel | Securities trading | Leerverkauf | Short selling | Verkauf | Selling | Klassifikation | Classification | Algorithmus | Algorithm |
| 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/10009655266