Inter-Temporal Trade Clustering and Two-Sided Markets

@inproceedings{Sarkar2005InterTemporalTC,
  title={Inter-Temporal Trade Clustering and Two-Sided Markets},
  author={Asani Sarkar and Avner Wolf},
  year={2005}
}
Inter-Temporal Trade Clustering and Two-Sided Markets We show that equity markets are two-sided and that trades cluster in certain half-hour periods for both NYSE and Nasdaq stocks under a broad range of conditions – news and non-news days, different times of the day, and a spectrum of trade sizes. By “two-sided” we mean that the arrivals of buyer-initiated… CONTINUE READING