Rene Wells

Haskayne School of Business, University of Calgary

Instructor

SH153, 2500 University Drive NW

Calgary, Alberta T2N1N4

Canada

http://www.wells.lu

SCHOLARLY PAPERS

1

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141

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0

Scholarly Papers (1)

1.

Choice of Order Size and Price Discovery: The Last Digit Puzzle

Number of pages: 96 Posted: 19 Mar 2016 Last Revised: 13 May 2017
Rene Wells
Haskayne School of Business, University of Calgary
Downloads 141 (190,233)

Abstract:

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price discovery, digit preference, order size, informed trading, market microstructure, regulations