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What's Not There: Odd Lots and Market Data
We investigate odd-lot trades in equity markets. Odd lots increasingly used in alghoritmic and high-frequency trading, but are not reported to the consolidated tape or in databases such as TAQ..Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| JOF6905 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : The American Finance Asosiation |
|---|---|
| Edisi | - |
| Subjek | Odd lots trade TAQ some stocks odd lots |
| ISBN/ISSN | 221082 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |