Browsing by Subject "New York Stock Exchange."
Now showing items 1-2 of 2
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An empirical examination of NYSE liquidity commonality, decimalization, and market microstructure effects within a conditional price duration framework.
(2004)This study utilizes TAQ data for 40 NYSE stocks to apply a transaction signing, filtering, and aggregation algorithm in order to isolate price durations, defined as the length of time necessary for prices to move in either ... -
A multiple discriminant analysis of technical indicators of the NYSE /
(The University of Oklahoma., 1976)