Informational linkages between dark and lit trading venues
Year of publication: |
2014
|
---|---|
Authors: | Nimalendran, Mahendrarajah ; Ray, Sugata |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 17.2014, C, p. 230-261
|
Publisher: |
Elsevier |
Subject: | Crossing networks | Algorithmic trading | Price discovery | Information transmission |
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