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Non-Tech : DATEK Market Maker
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To: gbh who wrote (14)8/18/1998 5:34:00 PM
From: INFO_DART  Read Replies (1) of 48
 
Its more likely before 10am on fast moving stocks, but its also happened to me mid-afternoon on medium volume stocks.
This is an important observation. Can you also identify situations in which it never occurs? Do you have any ideas as to why it does occur with greater frequency before 10am on fast moving stocks?
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