Impact of the Evolving U.S. Equity Market Trends on Trading Model Inputs: Observations and Implications on Float and Volume Adjustments

Author:

Wang Rongzhang,Jetley Gaurav,Watson Ching

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference62 articles.

1. Similarly, "lit venue" refers to trading venues that "that display quotations in the consolidated quote streams;Staff of the Division of Trading and Markets,2013

2. These venues currently include 13 live exchanges, 32 alternative trading systems, known as 'ATSs,' and more than 100 registered broker-dealers, some of whom provide their own dealer trading platforms;The Nexus of Equity Market Structure and Investor Relations: Remarks at the 2019 Annual Conference of the National Investor Relations Institute,2019

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