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ArticleInformational linkages between dark and lit trading venues

Mahendrarajah Nimalendran2013

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Articlegreen2013

Informational linkages between dark and lit trading venues

Mahendrarajah Nimalendran · Sugata Ray

94 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

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References

2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1991Inferring Trade Direction from Intraday Data 1995One Security, Many Markets: Determining the Contributions to Price Discovery 2011Low-Latency Trading 2006The Information in Option Volume for Future Stock Prices 2012High Frequency Trading and the New-Market Makers

Cited by

2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry 2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets 2021Dark Pool Trading and Information Acquisition 2013Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance 2013Trading Rules, Competition for Order Flow and Market Fragmentation 2016COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017An Empirical Analysis of Market Segmentation on U.S. Equity Marketsarticle · 11 shared references 2016COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATEarticle · 9 shared references 2015Dark trading and price discoveryarticle · 7 shared references 2014The Empirical Analysis of Liquidityarticle · 7 shared references 2010Dark Pool Trading Strategies, Market Quality and Welfarepreprint · 7 shared references 2021Dark Trading and Post-Earnings-Announcement Driftarticle · 7 shared references

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Year2013

Typearticle

Published2013-03-14

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations94

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2013.02.003

openalex_workW3124116231

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2019Price Improvement and Execution Risk in Lit and Dark Markets

2011The Impact of Dark Trading and Visible Fragmentation on Market Quality