Concepedia

Quote Data

Quote Data is a type of high-frequency financial data that represents the real-time compilation of bid and ask prices, along with corresponding volumes, quoted by market makers or exchanges for a specific financial instrument at a given point in time.

105

Publications

12.4K

Citations

156

Authors

126

Institutions

Publications per year

2017–2026

11

Parents

Publications

105

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

Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes

Lawrence Harris · Review of Financial Studies · 1994 · 653 citations

, , +9

Trades, quotes, inventories, and information

Joel Hasbrouck · Journal of Financial Economics · 1988 · 501 citations

, , +5

1–5 of 105

Authors

156

  1. KH
    Kee H. Chung

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

    9 publications · 230 citations

    9

    h-index

  2. JH
    Joel Hasbrouck

    New York University, United States

    7 publications · 950 citations

    7

    h-index

  3. WG
    William G. Christie

    Vanderbilt University, United States

    7 publications · 1.6K citations

    7

    h-index

  4. BF
    Bonnie F. Van Ness

    University of Mississippi, United States

    7 publications · 251 citations

    7

    h-index

  5. RA
    Robert A. Van Ness

    University of Mississippi, United States

    7 publications · 251 citations

    7

    h-index

1–5 of 156

Institutions

126

  1. University at Buffalo, State University of New York

    Buffalo, United States

    8 h-index

    9 publications

    162 citations

  2. Vanderbilt University

    Nashville, United States

    6 h-index

    7 publications

    1K citations

  3. University of Mississippi

    Oxford, United States

    6 h-index

    11 publications

    272 citations

  4. New York University

    New York, United States

    6 h-index

    7 publications

    814 citations

  5. University of Notre Dame

    Notre Dame, United States

    5 h-index

    5 publications

    557 citations

  6. Indiana University

    Bloomington, United States

    3 h-index

    3 publications

    256 citations

  7. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    4 publications

    118 citations

  8. Cornell University

    Ithaca, United States

    3 h-index

    3 publications

    3.1K citations

1–8 of 126

Venues

  1. SSRN Electronic Journal

    Repository · 24 publications · 855 citations

    15

    h-index

  2. The Journal of Finance

    15 publications · 7K citations

    15

    h-index

  3. Financial Review

    FR · 5 publications · 117 citations

    5

    h-index

  4. Review of Financial Studies

    5 publications · 1.4K citations

    5

    h-index

  5. The Journal of Financial Research

    5 publications · 186 citations

    5

    h-index

1–5