Dark pools, fragmented markets, and the quality of price discovery
Year of publication: |
2018
|
---|---|
Authors: | Schwartz, Robert A. |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 13.2018, 4, p. 74-79
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | USA | United States | Marktmikrostruktur | Market microstructure | Theorie | Theory | Marktliquidität | Market liquidity |
-
Dark pools, fragmented markets, and the quality of price discovery
Schwartz, Robert A., (2010)
-
Liquidity and impact in fair markets
Jaisson, Thibault, (2015)
-
On the dark side of the market : identifying and analyzing hidden order placements
Hautsch, Nikolaus, (2012)
- More ...
-
Pagano, Michael S., (2008)
-
Market sidedness: Insights into motives for trade initiation
Sarkar, Asani, (2007)
-
Two-sided markets and intertemporal trade clustering: Insights into trading motives
Sarkar, Asani, (2006)
- More ...