@article{danforth2019scaling, title={Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities}, author={David Dewhurst and Colin Van Oort and John H. Ring IV and Tyler Gray and Chris Danforth and Brian Tivnan}, journal={Preprint}, arXiv={https://arxiv.org/abs/1902.04691}, year={2019}, citations={} }