Jun Wu

Wharton Research Data Services (WRDS)

3819 Chestnut St

Suite 300

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

2

DOWNLOADS

757

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

In the Blink of an Eye: Exchange-to-SIP Latency and Trade Classification Accuracy

Number of pages: 63 Posted: 16 May 2023
Indiana University - Kelley School of Business - Department of Finance, Wharton Research Data Services (WRDS) and Wharton Research Data Services (WRDS)
Downloads 434 (127,301)

Abstract:

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Latency, Trade Classification, Exchange Network, Liquidity

2.

Difficulties in obtaining a representative sample of retail trades from public data sources

Number of pages: 59 Posted: 18 Oct 2023 Last Revised: 13 May 2024
University of Notre Dame - Department of Finance, Indiana University - Kelley School of Business - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Wharton Research Data Services (WRDS)
Downloads 323 (175,884)
Citation 2

Abstract:

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Retail trades