12 citations · 20 across the 3 of their papers we have counts for
3 papers
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…
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…
Reducing Cascading Failure Risk by Increasing Infrastructure Network Interdependency
Mert Korkali, Jason G. Veneman, Brian F. Tivnan +1
Increased coupling between critical infrastructure networks, such as power and communication systems, will have important implications for the reliability and security of these sys…