High Frequency Trading and Long-Term Investors: A View from the Buy-Side

How Much Should We Trust Differences-In-Differences Estimates?

Esther Duflo, Sendhil Mullainathan · The Quarterly Journal of Economics · 2004 · 10.6K citations · Full text

Public Health, Economics, Causal Inference +16

A Theory of Intraday Patterns: Volume and Price Variability

Anat R. Admati, Paul Pfleiderer · Review of Financial Studies · 1988 · 3.3K citations

Business, Economics, Finance +8

Price, trade size, and information in securities markets

David Easley, Maureen O’Hara · Journal of Financial Economics · 1987 · 2.3K citations

Business, Economics, Finance +14

Using the Longitudinal Structure of Earnings to Estimate the Effect of Training Programs

Orley Ashenfelter, David Card · The Review of Economics and Statistics · 1985 · 1K citations · Full text

Social Sciences, Human Resource Management, Causal Inference +13

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