City goes dark : dark trading and adverse selection in aggregate markets
Gbenga Ibikunle, Matteo Aquilina, Ivan Diaz-Rainey, Yuxin Sun
| Year of publication: |
2021
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|---|---|
| Authors: | Ibikunle, Gbenga ; Aquilina, Matteo ; Diaz-Rainey, Ivan ; Sun, Yuxin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 1-22
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| Subject: | Adverse selection | Dark pools | Informational efficiency | Market liquidity | Pricing noise | Adverse Selektion | Theorie | Theory | Finanzmarkt | Financial market | Marktliquidität | Asymmetrische Information | Asymmetric information | Effizienzmarkthypothese | Efficient market hypothesis | Informationseffizienz | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259393