Odd-eighth avoidance as a defense against SOES bandits

• 1 January 1999
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 51  (1) , 85-102
• https://doi.org/10.1016/s0304-405x(98)00044-0

Abstract

Keywords

• G10
• L10
• NASDAQ
• SOES BANDITS
• TICK SIZE
• ODD-EIGHTH AVOIDANCE