Journal of Financial and Quantitative Analysis Vol. 35 No. 4 2000

The Accuracy of Trade Classification Rules: Evidence from Nasdaq

Katrina R. Ellis; Roni Michaely¹; Maureen O’Hara

¹ Cornell University

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

DOI

10.2307/2676254

Volume

35

Issue

4

Pages

529

Sources

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Cite

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