While the United States Securities and Exchange Commission utilized their proprietary Consolidated Audit Trail data in its analysis of the potential benefits of the proposed Order Competition Rule (OCR), they instead chose to utilize an algorithm to infer potential retail trades in the publicly...

Bonds represent an important source of funding for companies, governments, and multinational entities. Therefore, the analysis of their prices and yields is of long-term interest to academic research. This work deals with the break-even point in the behavior of bond prices, after which they no...