Round-Number Anchoring in Overnight US Equity Order Sizes: Evidence from 274 Million Order Events on the Blue Ocean ATS

Boon Chuan Lim

doi:10.2139/ssrn.6651000

Market microstructure

Round-Number Anchoring in Overnight US Equity Order Sizes: Evidence from 274 Million Order Events on the Blue Ocean ATS

Boon Chuan Lim · 2026

Status: Working paper / preprint
Year: 2026
Primary DOI: 10.2139/ssrn.6651000

This entry is a working paper or preprint. It is not listed as a published journal article. Consult the linked source for its latest version.

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SSRN 6651000 ↗

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Lim, B. C. (2026). Round-Number Anchoring in Overnight US Equity Order Sizes: Evidence from 274 Million Order Events on the Blue Ocean ATS. Working paper. https://doi.org/10.2139/ssrn.6651000

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