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Research

  • Detailed Analysis of Stub Quote trades in Flash Crash

  • Did Quote Stuffing Cause the Flash Crash? – Analysis of the 50 millisecond rule

  • Latency on Demand – Manufacturing delays on NYSE

  • The NBBO is Broken – Further ramifications of our analysis

  • What Really Happened to CSCO – or How to Trip a Circuit Breaker

  • Video clip of high quote rates for PSA on 7-22-2010

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