Determinants of liquidity and execution probability in exchange operated dark pool : evidence from the Australian Securities Exchange
William Peng He; Andrew Lepone
| Year of publication: |
2014
|
|---|---|
| Authors: | He, William Peng ; Lepone, Andrew |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 30.2014, p. 1-16
|
| Subject: | Dark pool | Market microstructure | Centre Point | Execution probability | Market quality | Marktmikrostruktur | Wertpapierhandel | Securities trading | Australien | Australia | Börsenhandel | Stock exchange trading | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495691