Execution risk and price improvement under dark pools
Alejandro Bernales, Daniel Ladley, Evangelos Litos, Marcela Valenzuela
| Year of publication: |
2025
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|---|---|
| Authors: | Bernales, Alejandro ; Ladley, Dan ; Litos, Evangelos ; Valenzuela, Marcela |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 179.2025, Art.-No. 105163, p. 1-27
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| Subject: | Dark pool | Execution risk | Limit order market | Price Improvement | Welfare | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Risiko | Risk | Theorie | Theory | Marktmikrostruktur | Market microstructure | OTC-Handel | OTC market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2025.105163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015556720