Scaling of inefficiencies in the U.S. equity markets

The dataset contains quote dislocations between the SIP National Best Bid and Offer (NBBO) and a synthetic BBO constructed from direct feeds.

Data and Resources

Cite this as

John H. Ring IV, Colin M. Van Oort, David R. Dewhurst, Tyler J. Gray, Christopher M. Danforth, Brian F. Tivnan (2024). Dataset: Scaling of inefficiencies in the U.S. equity markets. https://doi.org/10.57702/ux5kx3p4

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.1902.04691
Author John H. Ring IV
More Authors
Colin M. Van Oort
David R. Dewhurst
Tyler J. Gray
Christopher M. Danforth
Brian F. Tivnan
Homepage https://example.com/dataset