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Dark pool trading strategies, market quality and welfare
Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - In: Journal of financial economics 124 (2017) 2, pp. 244-265
Persistent link: https://www.econbiz.de/10011751438
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Diving into dark pools
Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - 2022
This paper examines unique data on dark pool activity for a large cross-section of US stocks in 2009. Dark pool activity is concentrated in liquid stocks. Nasdaq (AMEX) stocks have significantly higher (lower) dark pool activity than NYSE stocks controlling for liquidity. For a given stock, dark...
Persistent link: https://www.econbiz.de/10012816610
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Dynamic dark pool trading strategies in limit order markets
Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - 2010
Persistent link: https://www.econbiz.de/10011334801
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Undisclosed orders and optimal submission strategies in a dynamic limit order market
Buti, Sabrina; Rindi, Barbara - 2011
Persistent link: https://www.econbiz.de/10011336832
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Tick size : theory and evidence
Buti, Sabrina; Consonni, Francesco; Rindi, Barbara; … - 2015
Persistent link: https://www.econbiz.de/10011279579
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Information, liquidity, and dynamic limit order markets
Riccò, Roberto; Rindi, Barbara; Seppi, Duane J. - 2020 - This Version: March, 2020
Persistent link: https://www.econbiz.de/10012200670
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Removing the trade size constraint? : evidence from the Italian market design
Gozluklu, Arie E.; Perotti, Pietro; Rindi, Barbara; … - 2013 - This version: September, 2013
Persistent link: https://www.econbiz.de/10011817718
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Trading fees and intermarket competition
Panayides, Marios; Rindi, Barbara; Werner, Ingrid M. - 2017 - This version: January 31, 2017
Persistent link: https://www.econbiz.de/10011805630
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Dark pool trading strategies, market quality and welfare
Buti, Sabrina; Rindi, Barbara; Werner, Ingrid M. - 2014 - This version: October, 2014
Persistent link: https://www.econbiz.de/10011814014
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Tick size regulation and sub-penny trading
Buti, Sabrina; Rindi, Barbara; Wen, Yuanji; Werner, … - 2013 - This version: September 9, 2013
Persistent link: https://www.econbiz.de/10011814206