Subject
Economics and Econometrics,Finance,Accounting
Cited by
92 articles.
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1. Alternative Execution Priority Rules in Dark Pools;SSRN Electronic Journal;2022
2. Settling down: T+2 settlement cycle and liquidity;European Financial Management;2021-11-28
3. The liquidity of active ETFs;Global Finance Journal;2021-08
4. Biases in variance of decomposed portfolio returns;International Review of Finance;2020-07-15
5. Trading in Fragmented Markets;Journal of Financial and Quantitative Analysis;2020-06-05