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The Impact of Dark Trading and Visible Fragmentation on Market Quality · Study

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PreprintThe Impact of Dark Trading and Visible Fragmentation on Market Quality

Hans Degryse2011

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Preprintgreen2011

The Impact of Dark Trading and Visible Fragmentation on Market Quality

Hans Degryse · Vincent van Kervel

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

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Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

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References

2001The distribution of realized stock return volatility 2011Does Algorithmic Trading Improve Liquidity?2014High-Frequency Trading and Price Discovery 2011Is market fragmentation harming market quality?2000The Distribution of Stock Return Volatility 2000Competing Mechanisms in a Common Value Environment 2013Do Dark Pools Harm Price Discovery?2000Crossing Networks and Dealer Markets: Competition and Performance

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2011The Impact of Dark Trading and Visible Fragmentation on Market Qualitypreprint · 13 shared references 2014The Impact of Dark Trading and Visible Fragmentation on Market Qualityarticle · 7 shared references 2017Effects of lit and dark market fragmentation on liquidityarticle · 7 shared references 2017An Empirical Analysis of Market Segmentation on U.S. Equity Marketsarticle · 7 shared references 2016COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATEarticle · 6 shared references 2021Dark Pool Trading and Information Acquisitionarticle · 5 shared references

Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1816434

openalex_workW2740102840

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