The accuracy of the tick test: Evidence from the Australian stock exchange
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 20 (1996)
Issue (Month): 10 (December)
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Web page: http://www.elsevier.com/locate/jbf
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- Adam Blazejewski & Richard Coggins, 2004. "A piecewise linear model for trade sign inference," Finance 0412012, EconWPA.
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