1-share orders and trades
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference28 articles.
1. A theory of intraday patterns: volume and price variability;Admati;Rev. Financ. Stud.,1988
2. Empirical evidence on the evolution of liquidity: choice of market versus limit orders by informed and uninformed traders;Anand;J. Financ. Markets,2005
3. Price discovery and trading after hours;Barclay;Rev. Financ. Stud.,2003
4. The ‘make or take’ decision in an electronic market: evidence on the evolution of liquidity;Bloomfield;J. Financ. Econ.,2005
5. Hidden liquidity: some new light on dark trading;Bloomfield;J. Finance,2015
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. In search of retail investors: The effect of retail investor attention on odd lot trades;Journal of Empirical Finance;2021-06
2. Odd-lot trading in U.S. equities;The Quarterly Review of Economics and Finance;2018-08
3. Canceled Orders and Executed Hidden Orders;The Journal of Trading;2018-03-23
4. Mispricing in the odd lots market in Brazil;The North American Journal of Economics and Finance;2017-11
5. ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING;Journal of Financial Research;2017-06
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