Inferring investor behavior: Evidence from TORQ dataCharles M.C. Lee, Balkrishna Radhakrishna2000-05-01articleJournal of Financial Markets491 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceFinancial Analysis and Corporate GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 491 citations exist upstream.References1991Inferring Trade Direction from Intraday Data1991Investor Sentiment and the Closed-End Fund Puzzle1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks1997One Day in the Life of a Very Common Stock1989Survey evidence on diffusion of interest and information among investors1996Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow1990The Weekend Effect: Trading Patterns of Individual and Institutional InvestorsCited by2005Evidence on the speed of convergence to market efficiency2000The Accuracy of Trade Classification Rules: Evidence from Nasdaq2006Stock price reaction to public and private information2012Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions2011Speculative Retail Trading and Asset Prices2008Small Trades and the Cross-Section of Stock Returns2008Caught on tape: Institutional trading, stock returns, and earnings announcements2012Individual Investor Trading and Return Patterns around Earnings Announcements