Journal of Financial Markets
Vol. 15
No. 4
2012
Short sales, long sales, and the Lee–Ready trade classification algorithm revisited
Bidisha
Chakrabarty1;
Pamela C.
Moulton2;
Andriy
Shkilko3
1 Saint Louis University · 2 Cornell University · 3 Wilfrid Laurier University
- DOI
- 10.1016/j.finmar.2012.01.001
- Volume
- 15
- Issue
- 4
- Pages
- 467-491
- Language
- en
- Sources
-
crossref
openalex
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