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Determinants of Volume in Dark Pool Crossing Networks · Study

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PreprintDeterminants of Volume in Dark Pool Crossing Networks

Mark J. Ready2009

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Preprintgreen2009

Determinants of Volume in Dark Pool Crossing Networks

46 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Finance, Markets, and Regulation

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References

1985Continuous Auctions and Insider Trading 2003Analysis of Panel Data 1993Stealth trading and volatility 2005Debt Dynamics 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 1991The Summary Informativeness of Stock Trades: An Econometric Analysis 2003The Dynamics of Institutional and Individual Trading

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2014Optimal liquidation in dark pools 2009Optimal Liquidation in Dark Pools 2013Sub-Penny and Queue-Jumping 2012Price Manipulation, Price Discovery and Transaction Costs in the Crossing Network

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations46

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1361234

openalex_workW1640975258

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