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Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

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Carbon Markets : Microstructure, Pricing and Policy

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This book explores the microstructure of carbon markets and the pricing of carbon financial instruments generally. It provides a critical microstructure analysis of the EU Emissions Trading Scheme (EU-ETS), and also examines the theoretical and related market design issues affecting emissions...

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Carbon markets : microstructure, pricing and policy

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The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions

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Volatility and dark trading : evidence from the Covid-19 pandemic

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City goes dark : dark trading and adverse selection in aggregate markets

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