Volatility and dark trading: Evidence from the Covid-19 pandemic-Reference-Cited by-同舟云学术

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

Published:2022-12 Issue: Volume: Page:101171
ISSN:0890-8389
Container-title:The British Accounting Review
language:en
Short-container-title:The British Accounting Review

Author:

Ibikunle Gbenga,Rzayev Khaladdin^ORCID

Funder

Economic and Social Research Council

Publisher

Elsevier BV

Subject

Accounting

Reference38 articles.

1. Markov switching panel with endogenous synchronization effects;Agudze;Journal of Econometrics,2021

2. The unprecedented stock market reaction to COVID-19;Baker;The Review of Asset Pricing Studies,2020

3. Information and optimal trading strategies with dark pools;Bayona,2017

4. The effects of double-blind versus single-blind reviewing: Experimental evidence from the American Economic Review;Blank;The American Economic Review,1991

5. High-frequency trading and price discovery;Brogaard;Review of Financial Studies,2014

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock Exchange;International Review of Financial Analysis;2024-10

2. Covid-19 lockdown policy and market quality: evidence from European stock markets;Applied Economics Letters;2024-03-21

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