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The Market Inside the Market: Odd-Lot Quotes
16 references·1 citing·55 second hopsampled
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References

  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 2018Sparse Signals in the Cross‐Section of Returns286 cited
  • 2015Trading Fast and Slow: Colocation and Liquidity248 cited
  • 2014What's Not There: Odd Lots and Market Data231 cited
  • 2021Selecting Directors Using Machine Learning210 cited
  • n.d.What’s not there: Odd lots and market data184 cited
  • 2016Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality167 cited
  • 2009The Nominal Share Price Puzzle131 cited
  • 2020Microstructure in the Machine Age111 cited
  • 2018Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures100 cited
  • 2021Bias in the effective bid-ask spread98 cited
  • 2018Relative Tick Size and the Trading Environment79 cited
  • 2016Differential Access to Price Information in Financial Markets78 cited
  • 2013Sale of Price Information by Exchanges: Does It Promote Price Discovery?51 cited
  • 2019How rigged are stock markets? Evidence from microsecond timestamps38 cited
  • 2019Tick Size, Trading Strategies and Market Quality

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  • 2025The “Actual Retail Price” of Equity Trades25 cited