Order Preferencing and Market Quality on NASDAQ Before and After Decimalization

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

Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE

Roger D. Huang, Hans R. Stoll · Journal of Financial Economics · 1996 · 1.1K citations

Business, Economics, Finance +14

Stealth trading and volatility

Michael J. Barclay, Jerold B. Warner · Journal of Financial Economics · 1993 · 1K citations · Full text

Social Sciences, Economics, Finance +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

An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

Thomas H. McInish, R.J.K. Wood · The Journal of Finance · 1992 · 913 citations

Business, Economics, Finance +17