Concepedia

Quote Behavior

Quote Behavior is a market microstructure phenomenon that refers to the dynamic patterns and strategic adjustments of bid and ask prices posted by market participants in order to reflect information asymmetry, inventory management, and competitive positioning within an order-driven market.

149

Publications

16K

Citations

197

Authors

161

Institutions

Publications per year

2017–2026

10

Parents

Publications

149

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations

, , +11

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 988 citations · Full text

, , +11

Why do NASDAQ Market Makers Avoid Odd‐Eighth Quotes?

William G. Christie, Paul Schultz · The Journal of Finance · 1994 · 767 citations

, , +15

The Accuracy of Trade Classification Rules: Evidence from Nasdaq

Katrina R. Ellis, Roni Michaely, Maureen O’Hara · Journal of Financial and Quantitative Analysis · 2000 · 502 citations

, , +14

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

Craig W. Holden, Stacey E. Jacobsen · The Journal of Finance · 2013 · 431 citations

, , +14

1–5 of 149

Authors

197

  1. KH
    Kee H. Chung

    University at Buffalo, State University of New York, United States

    11 publications · 295 citations

    10

    h-index

  2. RA
    Robert A. Van Ness

    University of Mississippi, United States

    9 publications · 328 citations

    9

    h-index

  3. JH
    Joel Hasbrouck

    New York University, United States

    9 publications · 1K citations

    9

    h-index

  4. BF
    Bonnie F. Van Ness

    University of Mississippi, United States

    9 publications · 328 citations

    9

    h-index

  5. WG
    William G. Christie

    Vanderbilt University, United States

    8 publications · 2K citations

    8

    h-index

1–5 of 197

Institutions

161

  1. Cornell University

    Ithaca, United States

    11 h-index

    12 publications

    4.6K citations

  2. University at Buffalo, State University of New York

    Buffalo, United States

    9 h-index

    11 publications

    181 citations

  3. University of Notre Dame

    Notre Dame, United States

    9 h-index

    10 publications

    1.5K citations

  4. Vanderbilt University

    Nashville, United States

    8 h-index

    10 publications

    1.4K citations

  5. University of Mississippi

    Oxford, United States

    6 h-index

    11 publications

    276 citations

  6. New York University

    New York, United States

    6 h-index

    7 publications

    748 citations

  7. Baruch College

    New York, United States

    4 h-index

    4 publications

    427 citations

  8. Universidad Carlos III de Madrid

    Madrid, Spain

    4 h-index

    5 publications

    209 citations

1–8 of 161

Venues

  1. The Journal of Finance

    26 publications · 9.2K citations

    24

    h-index

  2. SSRN Electronic Journal

    Repository · 33 publications · 1.3K citations

    20

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 9 publications · 1.4K citations

    9

    h-index

  4. Journal of Financial Economics

    7 publications · 797 citations

    7

    h-index

  5. Journal of Banking & Finance

    6 publications · 150 citations

    6

    h-index

1–5