A direct test of methods for inferring trade direction from intra-day data
Year of publication: |
2000
|
---|---|
Authors: | Finucane, Thomas J. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 35.2000, 4, p. 553-576
|
Subject: | Tick test | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Schätzung | Estimation | USA | United States |
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