Rene Wells

School of Business, MacEwan University

Assistant Professor

88 Crestridge View Sw

Calgary, Alberta T3B 1G8

Canada

http://www.wells.lu

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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
School of Business, MacEwan University
Downloads 158 (208,815)

Abstract:

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