Journal of Financial Markets · 2000 · 532 citations · 32 references
BusinessEconomicsFinanceBehavioral FinanceFinancial EconomicsFinancial MarketsBehavioral Finance AnalyticsCapital MarketsCognitive Biases In InvestingInvestmentInvestor PsychologyInvestor SentimentBehavioral Investment DecisionsInvestor Behavior AnalysisInvestor ClassificationInvestor ProfilingInvestor Trading Behavior
32
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
Investor Sentiment and the Closed-End Fund Puzzle
Charles M.C. Lee, Andrei Shleifer, Richard H. Thaler · The Journal of Finance · 1991 · 1.4K citations · Full text
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
One Day in the Life of a Very Common Stock
David Easley, Nicholas M. Kiefer, Maureen O’Hara · Review of Financial Studies · 1997 · 676 citations
Social Sciences, Economics, Finance +17