The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.
The Accuracy of Trade Classification Rules: Evidence from Nasdaq
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
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Citations
Cites
Inferring Trade Direction from Intraday Data
LEE, C. M. C., & READY, M. J. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb02683.x · Cited by 3,147
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
Huang, R. D., & Stoll, H. R. (1996) · Journal of Financial Economics · doi:10.1016/0304-405x(95)00867-e · Cited by 1,009
When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket
Ellis, K., Michaely, R., & O'Hara, M. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00240 · Cited by 510
Self-citationInferring investor behavior: Evidence from TORQ data
Lee, C. M. C., & Radhakrishna, B. (2000) · Journal of Financial Markets · doi:10.1016/s1386-4181(00)00002-1 · Cited by 490
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
Barclay, M. J., Christie, W. G., Harris, J. H., Kandel, E., & Schultz, P. H. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00097 · Cited by 326
Posted versus effective spreads
Petersen, M. A., & Fialkowski, D. (1994) · Journal of Financial Economics · doi:10.1016/0304-405x(94)90034-5 · Cited by 259
On the occurrence and consequences of inaccurate trade classification
Odders-White, E. R. (2000) · Journal of Financial Markets · doi:10.1016/s1386-4181(00)00006-9 · Cited by 257
Order Imbalances and Stock Price Movements on October 19 and 20, 1987
BLUME, M. E., MACKINLAY, A. C., & TERKER, B. (1989) · The Journal of Finance · doi:10.1111/j.1540-6261.1989.tb02626.x · Cited by 177
Cited by
Do retail trades move markets?
Barber, B. M., Odean, T., & Zhu, N. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn035 · Cited by 903
BEN‐DAVID, I., FRANZONI, F., & MOUSSAWI, R. (2018) · The Journal of Finance · doi:10.1111/jofi.12727 · Cited by 678
60 Years of portfolio optimization: Practical challenges and current trends
Kolm, P. N., Tütüncü, R., & Fabozzi, F. J. (2014) · European Journal of Operational Research · doi:10.1016/j.ejor.2013.10.060 · Cited by 632
Corporate Governance and Liquidity
Chung, K. H., Elder, J., & Kim, J.-C. (2010) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109010000104 · Cited by 565
Trade Execution Costs and Market Quality after Decimalization
Bessembinder, H. (2003) · The Journal of Financial and Quantitative Analysis · doi:10.2307/4126742 · Cited by 512
Metadata
- Authors
- Ellis, K., Michaely, R., & O'Hara, M.
- Venue
- The Journal of Financial and Quantitative Analysis
- Publisher
- JSTOR
- Published
- 2000-12
- Volume
- 35
- Issue
- 4
- Pages
- 529
- ISSN
- 0022-1090 (ISSN-L)
- OpenAlex
- W2113469215
- Cited by
- 454
- References
- 8
- FWCI
- 19.32
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.