The Reliability of Odd-Lot Liquidity

Reed Douglas

No 25-01, Working Papers from Office of Financial Research, US Department of the Treasury

Abstract: Small equity orders, or odd lots, can be used to examine the impact of trades executed without going through an exchange on stock prices and liquidity (Working Paper no. 25-01).

Keywords: central counterparty; trade cancellation; default waterfall (search for similar items in EconPapers)
Date: 2025-06-05
New Economics Papers: this item is included in nep-mst
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