The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market

Author:

Boneva Lena12,Linton Oliver3,Vogt Michael4

Affiliation:

1. London School of Economics; UK

2. Bank of England; London UK

3. Faculty of Economics; University of Cambridge; UK

4. Department of Mathematics and Statistics; University of Konstanz; Germany

Funder

Economic and Social Research Council

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Cited by 22 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. Forced consolidation;Review of Quantitative Finance and Accounting;2023-10-19

2. Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk;Journal of Financial and Quantitative Analysis;2023-01-16

3. A regularization approach to common correlated effects estimation;Journal of Applied Econometrics;2022-04-04

4. A wavelet method for panel models with jump discontinuities in the parameters;Journal of Econometrics;2022-02

5. Alternative Execution Priority Rules in Dark Pools;SSRN Electronic Journal;2022

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