The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Zeyu ; Ibikunle, Gbenga |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-18
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Subject: | Dark trading | Informational efficiency | Latency arbitrage | Liquidity | MiFID II | Periodic auctions | Auktion | Auction | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Auktionstheorie | Auction theory | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation |
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