Short sales and trade classification algorithms

Journal of Financial Markets

Volumn 13, Issue 1, 2010, Pages 157-173

  Asquith, Paul ^a   Oman, Rebecca ^a   Safaya, Christopher ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Market microstructure; Short sales; Trade classification

Indexed keywords

EID: 70450253183     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2009.09.005     Document Type: Article

References (18)

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