• Title of article

    A test of the accuracy of the Lee/Ready trade classification algorithm

  • Author/Authors

    Erik Theissen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    19
  • From page
    147
  • To page
    165
  • Keywords
    Lee:Ready method , Bid–ask spread , Tick test
  • Journal title
    Journal of International Financial Markets, Institutions and Money
  • Serial Year
    2001
  • Journal title
    Journal of International Financial Markets, Institutions and Money
  • Record number

    189615

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189615