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Market-data includes all questions relative to data acquisition for the different financial products. It can also include questions about how market data are computed.

6 votes

Looking for analysis of NASDAQ suit?

Are you after the famous paper from Christie and Schultz? Christie,W., Schultz,P., 1994. Why do NASDAQ market makers avoid odd-eighth quotes? Journal of Finance 49,1813–18 40. From the abstract: …
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