Discerning information from trade data
David Easley, Marcos Lopez de Prado, Maureen O'Hara
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Easley, David ; López de Prado, Marcos M. ; O'Hara, Maureen |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 120.2016, 2, p. 269-285
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| Subject: | Trade classification | Bulk volume classification | Flow toxicity | Volume imbalance | Market microstructure | Marktmikrostruktur | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Welt | World | Klassifikation | Classification | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2016.01.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590080