The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions-Reference-Cited by-同舟云学术

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

Published:2023-10 Issue: Volume:89 Page:102737
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Zhang Zeyu,Ibikunle Gbenga

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

1. Market microstructure and securities values: Evidence from the Tel Aviv Stock exchange;Amihud;Journal of Financial Economics,1997

2. Market conditions, fragility, and the economics of market making;Anand;Journal of Financial Economics,2016

3. Order consolidation, price efficiency, and extreme liquidity shocks;Barclay;Journal of Financial and Quantitative Analysis,2008

4. Low-latency trading and price discovery without trading: Evidence from the Tokyo stock exchange in the pre-opening period and the opening batch auction;Bellia,2020

5. High frequency trading;Biais,2011

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