Review of Quantitative Finance and Accounting · 2010 · 10 citations · 23 references
Social SciencesMarketingMarketing ManagementFinancial EconomicsMarket SegmentationMarketing StrategyMarket ConcentrationMarket DefinitionMarket FailureMarket IntegrationMarket MicrostructureMarket StructureMarket Equilibrium AnalysisMarket Microstructure AnalysisMarket Microstructure ModelsMarket OrganizationMarket SizeMarket Sizing AnalysisTick Size Effects
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Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations
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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