A direct test of methods for inferring trade direction from intra-day data

Journal of Financial and Quantitative Analysis

Volumn 35, Issue 4, 2000, Pages 553-576

  Finucane, Thomas J ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034557006     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676255     Document Type: Article

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