12 citations · 12 across the 2 of their papers we have counts for
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q-fin.TR2019★ 12 cited
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…
q-fin.TR2018
Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets
Brian F. Tivnan, David Slater, James R. Thompson +7
Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor, the data feed consolidating all trades and quotes…