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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

Trading à haute fréquence : empreinte de marché et enjeux de régulation

Goupil, Luc - In: Revue d'économie financière : revue trimestrielle de … 110 (2013), pp. 277-294

Persistent link: https://www.econbiz.de/10009776166

A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...

Milionis, Alexandros E.; Papanagiotou, Evaggelia - In: Applied financial economics 21 (2011) 4/6, pp. 421-436

Persistent link: https://www.econbiz.de/10009124540

Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

Ibikunle, Gbenga; Rzayev, Khaladdin - 2020

Persistent link: https://www.econbiz.de/10012487282

Intraday efficiency-frequency nexus in the cryptocurrency markets

Aslan, Aylin; Sensoy, Ahmet - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438404

Algorithmic quoting, trading, and market quality in agricultural commodity futures markets

Hu, Zhepeng; Serra, Teresa; García, Philip - In: Applied economics 52 (2020) 58, pp. 6277-6291

Persistent link: https://www.econbiz.de/10012415989

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis

Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25

Persistent link: https://www.econbiz.de/10012420970

The effectiveness of technical trading rules in cryptocurrency markets

Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37

Persistent link: https://www.econbiz.de/10012421035

Dynamic order submission and herding behavior in electronic trading

Wing Lon Ng - In: The journal of financial research 33 (2010) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10003966716

Determinants of price reversal in high-frequency trading : empirical evidence from Indonesia

Santosa, Perdana Wahyu - In: Investment management and financial innovations 17 (2020) 1, pp. 175-187

Persistent link: https://www.econbiz.de/10012300573

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