Dark Trading and Intraday Market Quality

SSRN Electronic Journal ◽

10.2139/ssrn.2554621 ◽

2014 ◽

Author(s):

James Brugler

Keyword(s):

Market Quality ◽

Intraday Market

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Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.2660119 ◽

2015 ◽

Author(s):

James A Brugler

Keyword(s):

Market Quality ◽

Dark Pool ◽

Intraday Market

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Ultra-fast activity and intraday market quality

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2018.12.003 ◽

2019 ◽

Vol 99 ◽

pp. 157-181 ◽

Author(s):

Álvaro Cartea ◽

Richard Payne ◽

José Penalva ◽

Mikel Tapia

Keyword(s):

Market Quality ◽

Fast Activity ◽

Intraday Market

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On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach

Japanese Journal of Statistics and Data Science ◽

10.1007/s42081-021-00116-0 ◽

2021 ◽

Author(s):

Takaki Hayashi ◽

Makoto Takahashi

Keyword(s):

Collaborative Filtering ◽

Limit Order Book ◽

Market Quality ◽

Limit Order ◽

Intraday Market ◽

Filtering Approach ◽

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Is “Dark Pool” Trading Hurting Market Quality?

CFA Magazine ◽

10.2469/cfm.v23.n6.11 ◽

2012 ◽

Vol 23 (6) ◽

pp. 51-52 ◽

Author(s):

Keyword(s):

Market Quality ◽

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Recent Trends in Trading Activity and Market Quality

10.2469/dig.v41.n4.17 ◽

2011 ◽

Vol 41 (4) ◽

pp. 85-87

Author(s):

Claire Emory

Keyword(s):

Market Quality ◽

Trading Activity ◽

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An analysis of intraday market response to crude oil inventory shocks

The Journal of Energy Markets ◽

10.21314/jem.2018.174 ◽

2018 ◽

Vol 11 (2) ◽

pp. 1-35

Author(s):

Helyette Geman ◽

Ziyuan Li

Keyword(s):

Crude Oil ◽

Market Response ◽

Intraday Market

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The Impact of Algorithmic Traders on Intraday Market Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2389922 ◽

2014 ◽

Author(s):

James Upson ◽

Robert A. Van Ness

Keyword(s):

Market Liquidity ◽

Intraday Market

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Ultra-Fast Activity and Market Quality

SSRN Electronic Journal ◽

10.2139/ssrn.2616627 ◽

2015 ◽

Author(s):

lvaro Cartea ◽

Richard Payne ◽

Joss Penalva ◽

Mikel Tapia

Keyword(s):

Market Quality ◽

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Is High Frequency Trading Beneficial to Market Quality?

SSRN Electronic Journal ◽

10.2139/ssrn.2673873 ◽

2015 ◽

Author(s):

Graham Partington ◽

Richard Philip ◽

Amy Kwan

Keyword(s):

High Frequency ◽

High Frequency Trading ◽

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Why We Should Stop Being Surprised that Lightly-Regulated Markets Fail to Achieve the SEC's Goals for Market Quality

SSRN Electronic Journal ◽

10.2139/ssrn.2716780 ◽

2016 ◽

Author(s):

Robert J. Bloomfield

Keyword(s):

Market Quality ◽

Regulated Markets

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