1991
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready
The Journal of FinanceTop-listed
3k
cites
Faculty
Mark J. Ready is a Finance scholar at University of Wisconsin–Madison. Research spans Financial Markets and Investment Strategies. 29 works, 7.1k citations (h-index 22).
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Affiliation on publications · University of Wisconsin–Madison
Charles M.C. Lee, Mark J. Ready
The Journal of FinanceTop-listed
Charles M.C. Lee, Belinda Mucklow, Mark J. Ready
Review of Financial StudiesTop-listed
Charles M.C. Lee, Mark J. Ready
The Journal of Finance OATop-listed