Odd-Lot Trading in the Stock Market and Its Market Impact: A Comment

Richard A. Stevenson

Journal of Financial and Quantitative Analysis, 1973, vol. 8, issue 3, 527-533

Abstract: 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.

Date: 1973
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