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Odd-Lot Trading in the Stock Market and Its Market Impact: A Comment
Odd-Lot Trading in the Stock Market and Its Market Impact: A Comment
1973
Richard A. Stevenson
Keywords:
Economics
Financial economics
Stock market
Algorithmic trading
Finance
Market microstructure
Primary market
Capital market line
Domestic market
Flash trading
Order (exchange)
Market impact
Market depth
Correction
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