Download This PaperThe Evolution of the Crumbling Quote Signal
30 Pages Posted: 27 Apr 2017
Date Written: April 21, 2017
Abstract
In this paper, we illuminate the origins of the crumbling quote signal employed by IEX, provide detailed analyses of its performance, and discuss its continuing evolution.
Suggested Citation: Suggested Citation
Bishop, Allison and Bishop, Allison, The Evolution of the Crumbling Quote Signal (April 21, 2017). Available at SSRN: https://ssrn.com/abstract=2956535 or http://dx.doi.org/10.2139/ssrn.2956535
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