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How Tiny Price Differences Help Track Small Investors' Trades

Summary by Alpha Architect
This article explains how researchers studied small investors' trading habits by looking at tiny price differences, called subpennies, in stock trades. They found that the current method to identify these trades isn't very accurate. By using a new approach, they improved the accuracy, helping to better understand how small investors buy and sell stocks. How Tiny Price Differences Help Track Small Investors’ Trades was originally published at Alp…
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Alpha Architect broke the news in on Monday, April 28, 2025.
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