Bingguang Li

Shenandoah University - Harry F. Byrd, Jr. School of Business

1460 University Drive

Winchester, VA 22601

United States

SCHOLARLY PAPERS

1

DOWNLOADS

365

TOTAL CITATIONS

4

Scholarly Papers (1)

1.

Trade Classification Algorithms for Electronic Communications Network Trades

Journal of Banking and Finance, Forthcoming
Number of pages: 27 Posted: 22 Jan 2007
Saint Louis University - Richard A. Chaifetz School of Business, Shenandoah University - Harry F. Byrd, Jr. School of Business, Morgan State University and University of Mississippi - Department of Finance
Downloads 365 (169,596)
Citation 4

Abstract:

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Trade classification, Lee and Ready algorithms, tick rule, quote rule