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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...
| Autores principales: | , , , , , , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2020
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| Materias: | |
| 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 |