Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Shohfi, Thomas D."

Now showing items 1-1 of 1

    • Article  

      Bulk volume classification and information detection 

      Panayides, Marios A.; Shohfi, Thomas D.; Smith, Jared D. (2019)
      Using European stock data from two different venues and time periods for which we can identify each trade's aggressor, we test the performance of the bulk volume classification (Easley et al. (2016)