Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30

• Brian F. Tivnan ,

  Roles Conceptualization, Funding acquisition, Methodology, Project administration, Supervision, Writing – review & editing

  * E-mail: btivnan@mitre.org (BFT); chris.danforth@uvm.edu (CMD)

  Affiliations The MITRE Corporation, McLean, VA, United States of America, Vermont Complex Systems Center, University of Vermont, Burlington, VT, United States of America, Department of Mathematics and Statistics, University of Vermont, Burlington, VT, United States of America, Computational Finance Lab, Burlington, VT, United States of America

  http://orcid.org/0000-0001-7079-8183

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• David Rushing Dewhurst,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Supervision, Visualization, Writing – original draft, Writing – review & editing

  Affiliations Vermont Complex Systems Center, University of Vermont, Burlington, VT, United States of America, Computational Finance Lab, Burlington, VT, United States of America, Department of Computer Science, University of Vermont, Burlington, VT, United States of America, Computational Story Lab, University of Vermont, Burlington, VT, United States of America

  http://orcid.org/0000-0001-6130-1833

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• Colin M. Van Oort,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Validation, Visualization, Writing – review & editing

  Affiliations The MITRE Corporation, McLean, VA, United States of America, Vermont Complex Systems Center, University of Vermont, Burlington, VT, United States of America, Computational Finance Lab, Burlington, VT, United States of America, Department of Computer Science, University of Vermont, Burlington, VT, United States of America, Computational Story Lab, University of Vermont, Burlington, VT, United States of America

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• John H. Ring IV,

  Roles Conceptualization, Data curation, Investigation, Software, Validation, Visualization, Writing – review & editing

  Affiliations The MITRE Corporation, McLean, VA, United States of America, Vermont Complex Systems Center, University of Vermont, Burlington, VT, United States of America, Computational Finance Lab, Burlington, VT, United States of America, Department of Computer Science, University of Vermont, Burlington, VT, United States of America, Computational Story Lab, University of Vermont, Burlington, VT, United States of America

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• Tyler J. Gray,

  Roles Conceptualization, Investigation, Validation, Writing – review & editing

  Affiliations Vermont Complex Systems Center, University of Vermont, Burlington, VT, United States of America, Department of Mathematics and Statistics, University of Vermont, Burlington, VT, United States of America, Computational Finance Lab, Burlington, VT, United States of America, Department of Computer Science, University of Vermont, Burlington, VT, United States of America

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• Brendan F. Tivnan,

  Roles Conceptualization, Investigation, Validation, Writing – review & editing

  Affiliations Computational Finance Lab, Burlington, VT, United States of America, School of Engineering, Tufts University, Medford, MA, United States of America

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• Matthew T. K. Koehler,

  Roles Conceptualization, Data curation, Funding acquisition, Investigation, Project administration, Resources, Software

  Affiliations The MITRE Corporation, McLean, VA, United States of America, Computational Finance Lab, Burlington, VT, United States of America

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• Matthew T. McMahon,

  Roles Conceptualization, Data curation, Funding acquisition, Investigation, Project administration, Resources, Software

  Affiliations The MITRE Corporation, McLean, VA, United States of America, Computational Finance Lab, Burlington, VT, United States of America

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• David M. Slater,

  Roles Conceptualization, Data curation, Funding acquisition, Investigation, Project administration, Resources, Software

  Affiliation The MITRE Corporation, McLean, VA, United States of America

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• Jason G. Veneman,

  Roles Conceptualization, Data curation, Funding acquisition, Investigation, Project administration, Resources, Software, Validation

  Affiliations The MITRE Corporation, McLean, VA, United States of America, Computational Finance Lab, Burlington, VT, United States of America

  http://orcid.org/0000-0001-8444-3535

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• Christopher M. Danforth

  Roles Conceptualization, Funding acquisition, Investigation, Methodology, Project administration, Resources, Supervision, Validation, Writing – review & editing

  * E-mail: btivnan@mitre.org (BFT); chris.danforth@uvm.edu (CMD)

  Affiliations Vermont Complex Systems Center, University of Vermont, Burlington, VT, United States of America, Department of Mathematics and Statistics, University of Vermont, Burlington, VT, United States of America, Computational Finance Lab, Burlington, VT, United States of America, Department of Computer Science, University of Vermont, Burlington, VT, United States of America

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