12 citations · 29 across the 5 of their papers we have counts for
5 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…
Reply to Garcia et al.: Common mistakes in measuring frequency dependent word characteristics
P. S. Dodds, E. M. Clark, S. Desu +11
We demonstrate that the concerns expressed by Garcia et al. are misplaced, due to (1) a misreading of our findings in [1]; (2) a widespread failure to examine and present words in…
Human language reveals a universal positivity bias
Peter Sheridan Dodds, Eric M. Clark, Suma Desu +11
Using human evaluation of 100,000 words spread across 24 corpora in 10 languages diverse in origin and culture, we present evidence of a deep imprint of human sociality in language…
Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models
Brian Tivnan, Matthew Koehler, Matthew McMahon +3
As demonstrated during the recent financial crisis, regulators require additional analytical tools to assess systemic risk in the financial sector. This paper describes one such to…