16 citations · 17 across the 4 of their papers we have counts for
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q-fin.TR2019★ 1 cited
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…
q-fin.TR2018
Selection mechanisms affect volatility in evolving markets
David Rushing Dewhurst, Michael Vincent Arnold, Colin Michael Van Oort
Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable age…