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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~language:"eng"
~person:"Chakrabarty, Bidisha"
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Securities trading
3
Wertpapierhandel
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Classification
2
Handelsvolumen der Börse
2
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2
Leerverkauf
2
Short selling
2
Trade classification
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Bulk volume classification
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Buyer/seller initiated trades
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Equity market liquidity
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Lee and Ready
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Lee-Ready algorithm
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Technischer Fortschritt
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Chakrabarty, Bidisha
Battalio, Robert H.
4
Bondarenko, Oleg
4
Chung, Kee H.
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Easley, David
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Moulton, Pamela C.
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Pascual, Roberto
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Theissen, Erik
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Wang, F. Albert
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Andersen, Torben
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Chang, Sanders S.
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Garvey, Ryan
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Hendershott, Terrence
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Jennings, Robert H.
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O'Hara, Maureen
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Van Ness, Robert A.
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Anand, Amber
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Blocher, Jesse
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Boni, Leslie
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Cenesizoglu, Tolga
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Ibikunle, Gbenga
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Jiang, Christine X.
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Kedia, Simi
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López de Prado, Marcos M.
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Madhavan, Ananth Narayan
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McKenzie, Michael D.
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Moallemi, Ciamac C.
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Pascual-Fuster, Bartolomé
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Rhee, S. Ghon
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Saar, Gideon
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Schwartz, Robert A.
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Shkilko, Andriy
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Journal of empirical finance
Journal of financial markets
Journal of banking & finance
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Journal of business finance & accounting : JBFA
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Journal of financial and quantitative analysis : JFQA
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Journal of financial intermediation
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ECONIS (ZBW)
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Trading system upgrades and short-sale bans : uncoupling the effects of technology and regulation
Chakrabarty, Bidisha
;
Moulton, Pamela C.
;
Pascual, Roberto
- In:
Journal of empirical finance
43
(
2017
),
pp. 74-90
Persistent link: https://www.econbiz.de/10011817909
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2
Evaluating trade classification algorithms : bulk volume classification versus the tick rule and the Lee-Ready algorithm
Chakrabarty, Bidisha
;
Pascual, Roberto
;
Shkilko, Andriy
- In:
Journal of financial markets
25
(
2015
),
pp. 52-79
Persistent link: https://www.econbiz.de/10011477268
Saved in:
3
Short sales, long sales, and the Lee-Ready trade classification algorithm revisited
Chakrabarty, Bidisha
;
Moulton, Pamela C.
;
Shkilko, Andriy
- In:
Journal of financial markets
15
(
2012
)
4
,
pp. 467-491
Persistent link: https://www.econbiz.de/10009655266
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