Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30

Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in calendar year 2016 from the vantage point of a single and fixed frame of reference. We find that inefficiencies created in part by th...

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Detalles Bibliográficos
Autores principales: Tivnan, Brian F., Dewhurst, David Rushing, Van Oort, Colin M., Ring, John H., Gray, Tyler J., Tivnan, Brendan F., Koehler, Matthew T. K., McMahon, Matthew T., Slater, David M., Veneman, Jason G., Danforth, Christopher M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6975550/
https://www.ncbi.nlm.nih.gov/pubmed/31967997
http://dx.doi.org/10.1371/journal.pone.0226968

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6975550/
https://www.ncbi.nlm.nih.gov/pubmed/31967997
http://dx.doi.org/10.1371/journal.pone.0226968

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