Article2000

The Accuracy of Trade Classification Rules: Evidence from Nasdaq

454 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

Katrina Ellis, Roni Michaely, Maureen O'Hara, The Accuracy of Trade Classification Rules: Evidence from Nasdaq, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 4 (Dec., 2000), pp. 529-551

Citations in this library

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References

1991Inferring Trade Direction from Intraday Data 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 2000When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket 2000Inferring investor behavior: Evidence from TORQ data 1988Trades, quotes, inventories, and information

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