Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 3 of 3 for “"Odd Lots"”.
-
Three essays on market transparency
… second essay investigates the role and usage of odd lot trades in equity markets. Odd lots are increasingly used in algorithmic and high frequency trading, but are never reported to the consolidated tape or to data bases derived from it such as TAQ (Trades and Quotes). The essay finds the median …
-
The Small Investor Vs. The Stock Market
… Exchange. | The small investor usually trades in odd-lots—less than 100 shares—because he cannot afford to buy more. The small investor also has different aims in the stock market depending on what he wants to do and what type of person he is. There are basically three types of small investors: …
-
Intraday market dynamics
… from trading volume, (d) reduce the effect of odd-lots bias that exists at transaction level, and (e) provide a measure of trading activity that helps us study intraday dynamics of trading activity and prices. I first show that, for most stocks, price impacts of fixed dollar-positions …