Short Sales and Trade Classification Algorithms
收藏NBER2008-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14158
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资源简介：
This paper demonstrates that short sales are often misclassified as buyer-initiated by the Lee-Ready and other commonly used trade classification algorithms. This result is due in part to regulations which require short sales be executed on an uptick or zero-uptick. In addition, while the literature
提供机构：
美国国家经济研究局
创建时间：
2008-07-01
