On the occurrence and consequences of inaccurate trade classification
暂无分享,去创建一个
[1] P. Schultz,et al. Aftermarket support and underpricing of initial public offerings , 1994 .
[2] M. Ready,et al. The Specialist's Discretion: Stopped Orders and Price Improvement , 1999 .
[3] Alex Frino,et al. The accuracy of the tick test : evidence from the Australian Stock Exchange , 1996 .
[4] Charles M. C. Lee,et al. Inferring Trade Direction from Intraday Data , 1991 .
[5] Charles M. C. Lee,et al. Earnings news and small traders : An intraday analysis , 1992 .
[6] Brad M. Barber,et al. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors , 2000 .
[7] Maureen O'Hara,et al. The Accuracy of Trade Classification Rules: Evidence from NASDAQ , 2000 .
[8] Joel Hasbrouck,et al. Trades, quotes, inventories, and information , 1988 .
[9] M. Petersen,et al. Posted versus effective spreads: Good prices or bad quotes? , 1994 .
[10] B. Radhakrishna,et al. Inferring investor behavior: Evidence from TORQ data , 2000 .
[11] Lawrence Harris,et al. Estimating the components of the bid/ask spread , 1988 .
[12] Avanidhar Subrahmanyam,et al. Using intraday data to test for effects of index futures on the underlying stock markets , 1994 .