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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

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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

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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