Logo for the University of Illinois at Chicago
    • Login
    Search 
    •   INDIGO Home
    • Business Administration, College of
    • Finance, Department of
    • Search
    •   INDIGO Home
    • Business Administration, College of
    • Finance, Department of
    • Search
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Search

    Show Advanced FiltersHide Advanced Filters

    Filters

    Use filters to refine the search results.

    Now showing items 1-1 of 1

    • Sort Options:
    • Relevance
    • Title Asc
    • Title Desc
    • Issue Date Asc
    • Issue Date Desc
    • Results Per Page:
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100
    Thumbnail

    Modeling Trade Direction 

    Rosenthal, Dale W. R. (Oxford University Press, 2008-08)
    I propose a modeling approach to classifying trades as buys or sells. Modeled classifications consider information strengths, microstructure effects, and classification correlations. I also propose estimators for quotes ...

    DSpace software copyright © 2002-2015  DuraSpace
    Contact Us | Send Feedback | Privacy Statement
    Theme by 
    Atmire NV

    Browse

    All of INDIGOCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CommunityBy Issue DateAuthorsTitlesSubjects

    My Account

    LoginRegister

    Discover

    AuthorRosenthal, Dale W. R. (1)Subjectdelay models (1)flash crash detection (1)prevailing quotes (1)trade classification (1)trade direction (1)trade publishing delays (1)... View MoreDate Issued
    2008 (1)

    DSpace software copyright © 2002-2015  DuraSpace
    Contact Us | Send Feedback | Privacy Statement
    Theme by 
    Atmire NV