Are Odd-Lot Orders Informed?
Author:
Affiliation:
1. University of Texas at El Paso
2. Kansas State University
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fire.12127/fullpdf
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5. Third market broker-dealers: Cost competitors or cream skimmers?;Battalio;The Journal of Finance,1997
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1. Odd-lot trading in U.S. equities;The Quarterly Review of Economics and Finance;2018-08
2. Odd lot trading and earnings announcements;REV QUANT FINANC ACC;2018
3. ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING;Journal of Financial Research;2017-06
4. Are all odd-lots the same? Odd-lot transactions by order submission and trader type;Journal of Banking & Finance;2017-06
5. Mispricing in the Odd Lots Market in Brazil;SSRN Electronic Journal;2017
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