Machine learning and trade direction classification: insights from the corporate bond market
Author:
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11156-024-01252-w.pdf
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5. Asquith P, Covert TR, Pathak P (2013) The effects of mandatory transparency in financial market design: evidence from the corporate bond market. NBER Work Pap 9
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