Hahahahaha, Duuuuude, Yeeessss!: A two-parameter characterization of stretchable words and the dynamics of mistypings and misspellings

no code implementations • 9 Jul 2019 • Tyler J. Gray, Christopher M. Danforth, Peter Sheridan Dodds

Stretched words like `heellllp' or `heyyyyy' are a regular feature of spoken language, often used to emphasize or exaggerate the underlying meaning of the root word.

Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities

no code implementations • 13 Feb 2019 • John H. Ring IV, Colin M. Van Oort, David R. Dewhurst, Tyler J. Gray, Christopher M. Danforth, Brian F. Tivnan

Using the most comprehensive, commercially-available dataset of trading activity in U. S. equity markets, we catalog and analyze quote dislocations between the SIP National Best Bid and Offer (NBBO) and a synthetic BBO constructed from direct feeds.

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

no code implementations • 13 Feb 2019 • Brian F. Tivnan, David Rushing Dewhurst, Colin M. Van Oort, John H. Ring IV, Tyler J. Gray, Brendan F. Tivnan, Matthew T. K. Koehler, Matthew T. McMahon, David Slater, Jason Veneman, Christopher M. Danforth

Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in 2016 from the vantage point of a single and fixed frame of reference.

English verb regularization in books and tweets

no code implementations • 26 Mar 2018 • Tyler J. Gray, Andrew J. Reagan, Peter Sheridan Dodds, Christopher M. Danforth

We find that the extent of verb regularization is greater on Twitter, taken as a whole, than in English Fiction books.

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