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Volumn 35, Issue 4, 2000, Pages 529-551

The accuracy of trade classification rules: Evidence from Nasdaq

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Indexed keywords


EID: 0034553753     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676254     Document Type: Article
Times cited : (268)

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    • Blume, M.1    Goldstein, M.2
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    • Blume, M.; A. Mackinlay; and B. Terker. "Order Imbalances and Stock Price Movements on October 19 and 20, 1987." Journal of Finance, 44 (1989), 827-848.
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    • Finucane, T. J. "A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data." Journal of Financial and Quantitative Analysts. 35 (2000), 553-576.
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    • Finucane, T.J.1
  • 8
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    • Trades, quotes, inventories, and information
    • Hasbrouck, J. "Trades, Quotes, Inventories, and Information." Journal of Financial Economics, 22 (1988), 229-252.
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    • Hasbrouck, J.1
  • 9
    • 0030191637 scopus 로고    scopus 로고
    • Dealer versus auction markets: A paired comparison of execution costs on Nasdaq and the NYSE
    • Huang, R., and H. Stoll. "Dealer versus Auction Markets: A Paired Comparison of Execution Costs on Nasdaq and the NYSE." Journal of Financial Economics, 41 (1996), 313-357.
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    • Huang, R.1    Stoll, H.2
  • 10
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    • Inferring trade direction from intraday data
    • Lee, C., and M. Ready. "Inferring Trade Direction from Intraday Data." Journal of Finance, 46 (1991), 733-746.
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  • 12
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    • On the occurrence and consequences of inaccurate trade classification
    • Odders-White, E. "On the Occurrence and Consequences of Inaccurate Trade Classification." Journal of Financial Markets, 3 (2000), 259-286.
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  • 13
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    • Posted versus effective spreads: Good prices or bad quotes?
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.