A Liquidity Motivated Algorithm for Discerning Trade Direction
Year of publication: |
2008
|
---|---|
Authors: | Michayluk, David ; Prather, Laurie |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 12.2008, 1-2, p. 45-66
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | liquidity | trade direction algorithm | TORQ database | order placement sensitivity |
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