@article{econhot_econhot-cited-368b0a9bddd2d496, title = {Inferring Trade Direction from Intraday Data}, author = {Charles M.C. Lee and Mark J. Ready}, journal = {The Journal of Finance}, year = {1991}, volume = {46}, number = {2}, pages = {733-746}, doi = {10.1111/j.1540-6261.1991.tb02683.x}, url = {https://doi.org/10.1111/j.1540-6261.1991.tb02683.x} }