SSRN Electronic Journal · 2011 · 27 citations · 30 references
BusinessEconomicsFinanceCompetition PolicyFinancial MarketsInternational EconomicsCapital MarketsExchange RegulationMarket IntegrationMarket LiquidityTrading MechanismsMultilateral Trading Facility RegulationOrder CompetitionOrder Flow ManagementPrice Discovery AnalysisPrice Discovery Effects
30
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
Measuring the Information Content of Stock Trades
Joel Hasbrouck · The Journal of Finance · 1991 · 1.9K citations
Social Sciences, Economics, Finance +14