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Odd-Lot Trading in the Stock Market and Its Market Impact: A Comment
Published online by Cambridge University Press: 19 October 2009
Extract
Professor Wu, in his recent article [8], investigated the trading activities of odd-lotters and their market impact. The purpose of this note is to update the data examined by Wu since recent trends are extremely significant and to question the use and interpretation of some of Wu's original data. In addition, some errors in Wu's article will be discussed.
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- Copyright © School of Business Administration, University of Washington 1973
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