Information and optimal trading strategies with dark pools
Anna Bayona, Ariadna Dumitrescu, Carolina Manzano
| Year of publication: |
2023
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| Authors: | Bayona, Anna ; Dumitrescu, Ariadna ; Manzano Tovar, Carolina |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 126.2023, p. 1-22
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| Subject: | Adverse selection | Dark liquidity | Limit order book | Market performance | Wertpapierhandel | Securities trading | Theorie | Theory | Adverse Selektion | Börsenkurs | Share price | Spekulation | Speculation | Geld-Brief-Spanne | Bid-ask spread | Marktliquidität | Market liquidity | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462407