Trade Pattern Analysis
Trade Pattern Analysis is a methodological framework in trade surveillance that identifies and interprets regularities, anomalies, and behavioral indicators within financial trading data to detect potential market manipulation or non-compliant activities.
265
Publications
23K
Citations
578
Authors
369
Institutions
Publications per year
2017–2026
78
Parents
265
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations
Business, Data Science, Data Mining +11
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 988 citations · Full text
Business, Data Science, Data Mining +11
Do Retail Trades Move Markets?
Brad M. Barber, Terrance Odean, Ning Zhu · Review of Financial Studies · 2008 · 934 citations
The Flash Crash: High‐Frequency Trading in an Electronic Market
Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · The Journal of Finance · 2017 · 772 citations · Full text
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369
University of Michigan
Ann Arbor, United States
7 h-index
10 publications
8.3K citations

Cornell University
Ithaca, United States
7 h-index
12 publications
5.9K citations
Federal Reserve Board of Governors
Washington D.C., United States
6 h-index
11 publications
278 citations
Federal Reserve
Washington D.C., United States
5 h-index
10 publications
259 citations
University of Technology Sydney
Sydney, Australia
5 h-index
8 publications
190 citations

Chinese Academy of Sciences
Beijing, China
5 h-index
17 publications
361 citations

The University of Sydney
Sydney, Australia
4 h-index
9 publications
168 citations

National Bureau of Economic Research
Cambridge, United States
4 h-index
5 publications
443 citations
1–8 of 369
Repository · 24 publications · 1.4K citations
18
h-index
Repository · 12 publications · 785 citations
11
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7 publications · 6.2K citations
7
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6 publications · 751 citations
6
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5 publications · 110 citations
5
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