How to Match Trades and Quotes for Nyse Stocks?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paul Asquith & Rebecca Oman & Christopher Safaya, 2008. "Short Sales and Trade Classification Algorithms," NBER Working Papers 14158, National Bureau of Economic Research, Inc.
- Dale W. R. Rosenthal, 2012. "Modeling Trade Direction," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 390-415, 2012 04.
- Sylwia Nowak, 2008. "How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks?," CAMA Working Papers 2008-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-12 (All new papers)
- NEP-FMK-2008-04-12 (Financial Markets)
- NEP-MST-2008-04-12 (Market Microstructure)
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