Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency
Year of publication: |
2021
|
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Authors: | Ibikunle, Gbenga ; Li, Youwei ; Mare, Davide Salvatore ; Sun, Yuxin |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 75.2021, p. 1-21
|
Subject: | Dark trading | Double volume cap | Liquidity commonality | Market efficiency | MiFID | Effizienzmarkthypothese | Efficient market hypothesis | EU-Staaten | EU countries | Marktliquidität | Market liquidity | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Informationseffizienz | Informational efficiency | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure |
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