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20112019
most citedFragmentation and inefficiencies in US equity markets: Evidence from the Dow 30

12 citations · 29 across the 5 of their papers we have counts for

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Showing 2018Show all

1 paper · 1 filter

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…