20 citations · 60 across the 5 of their papers we have counts for
3 papers · 1 filter
Hahahahaha, Duuuuude, Yeeessss!: A two-parameter characterization of stretchable words and the dynamics of mistypings and misspellings
Tyler J. Gray, Christopher M. Danforth, Peter Sheridan Dodds
Stretched words like `heellllp' or `heyyyyy' are a regular feature of spoken language, often used to emphasize or exaggerate the underlying meaning of the root word. While stretche…
Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities
John H. Ring, Colin M. Van Oort, David R. Dewhurst +3
Using the most comprehensive, commercially-available dataset of trading activity in U.S. equity markets, we catalog and analyze quote dislocations between the SIP National Best Bid…
Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
Brian F. Tivnan, David Rushing Dewhurst, Colin M. Van Oort +8
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 2016 from the…