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~person:"Andersen, Torben G."
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Accuracy of Trade Classification
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Order Flow Toxicity
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Order Imbalance
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Andersen, Torben G.
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Assessing Measures of Order Flow Toxicity via Perfect
Trade
Classification
Andersen, Torben G.
;
Bondarenko, Oleg
-
School of Economics and Management, University of Aarhus
-
2013
. We use the best-bid-offer (BBO) files from the CME Group to construct (near) perfect
trade
classification
measures for …
Persistent link: https://www.econbiz.de/10010851243
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