Short sales, long sales, and the Lee-Ready trade classification algorithm revisited

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial markets
1. Verfasser: Chakrabarty, Bidisha (VerfasserIn)
Weitere Verfasser: Moulton, Pamela C. (VerfasserIn), Shkilko, Andriy (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2012
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