The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zeyu Zhang, Gbenga Ibikunle
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Zeyu ; Ibikunle, Gbenga |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-18
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| Subject: | Dark trading | Informational efficiency | Latency arbitrage | Liquidity | MiFID II | Periodic auctions | Auktion | Auction | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Auktionstheorie | Auction theory | Finanzmarktregulierung | Financial market regulation | Effizienzmarkthypothese | Efficient market hypothesis | Informationseffizienz | Marktliquidität | Market liquidity | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465106