Christopher Safaya

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

2

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920

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4

Scholarly Papers (2)

1.
Downloads 798 ( 30,883)
Citation 3

Short Sales and Trade Classification Algorithms

Number of pages: 32 Posted: 13 Dec 2006 Last Revised: 30 Jun 2008
Paul Asquith, Rebecca Oman and Christopher Safaya
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Downloads 749 (33,144)
Citation 4

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Lee-Ready algorithm, market microstructure, short sales

Short Sales and Trade Classification Algorithms

NBER Working Paper No. w14158
Number of pages: 32 Posted: 16 Jul 2008 Last Revised: 09 Sep 2010
Paul Asquith, Rebecca Oman and Christopher Safaya
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Downloads 49 (410,284)

Abstract:

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2.

Rebuttal of Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited

Number of pages: 10 Posted: 20 Jan 2013
Paul Asquith, Rebecca Oman and Christopher Safaya
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Downloads 122 (237,193)

Abstract:

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Market Microstructure, Lee-Ready, Short Sales