Trade Classification Algorithms : A Horse Race between the Bulk-based and the Tick-based Rules *
暂无分享,去创建一个
[1] Bingguang Li,et al. Trade Classification Algorithms for Electronic Communications Network Trades , 2007 .
[2] Kesheng Wu,et al. Federal Market Information Technology in the Post–FlashCrash Era: Roles for Supercomputing , 2011, The Journal of Trading.
[3] Terrence Hendershott,et al. Automation, Speed, and Stock Market Quality: The NYSE’s Hybrid , 2011 .
[4] E. Theissen,et al. Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? , 2003 .
[5] Wang Yan,et al. Measuring the Information Content of Stock Trades , 2004 .
[6] David Easley,et al. Flow Toxicity and Liquidity in a High Frequency World , 2012 .
[7] Clifford S. Ang. High-Frequency Trading and Price Discovery , 2015 .
[8] Maureen O'Hara,et al. The Accuracy of Trade Classification Rules: Evidence from NASDAQ , 2000 .
[9] Maureen O'Hara,et al. Bulk Classification of Trading Activity , 2012 .
[10] Tarun Chordia,et al. Order imbalance and individual stock returns: theory and evidence , 2004 .
[11] Bidisha Chakrabarty,et al. Short sales, long sales, and the Lee–Ready trade classification algorithm revisited ☆ , 2012 .
[12] Charles M. C. Lee,et al. Inferring Trade Direction from Intraday Data , 1991 .
[13] C. Holden,et al. Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions , 2013 .