Intentional Access Delays, Market Quality, and Price Discovery: Evidence from IEX Becoming an Exchange

2018 ◽  
Author(s):  
Edwin Hu
Keyword(s):  
Price Discovery ◽  
Market Quality

Price Discovery for Segmented US-Listed Chinese Stocks: Location or Market Quality?

2010 ◽  
Vol 37 (1-2) ◽  
pp. 242-269 ◽  
Author(s):  
K.C. Chen ◽  
Guangzhong Li ◽  
Lifan Wu
Keyword(s):  
Price Discovery ◽  
Market Quality

COMMENTARY: Dark Pools, Fragmented Markets, and the Quality of Price Discovery: Commentary

2018 ◽  
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Previous Discussion ◽  
Dark Pools ◽  
Definition Of

This commentary is on a paper published in 2010. Few would wish to roll the markets back to where they were eight years ago, but have the issues that were debated then been adequately resolved? Are today’s markets acceptably efficient? Can we relax about market quality? My answer to each of these is “no.” What I wrote in 2010, I stand by now. Along with revisiting my previous discussion on dark pools, fragmentation, price discovery, and liquidity, this commentary presents my newer thoughts concerning the definition of the term “liquidity,” and the existence of an illiquidity premium.

Market quality and price discovery: Introduction of the E-mini energy futures

2005 ◽  
Vol 16 (2) ◽  
pp. 164-179 ◽  
Author(s):  
Yiuman Tse ◽  
Ju Xiang
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Energy Futures

Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks

2015 ◽  
Vol 47 (32) ◽  
pp. 3382-3394
Author(s):  
Vassilios G. Papavassiliou
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Quality Evidence

Dark Pools, Fragmented Markets, and the Quality of Price Discovery

2018 ◽  
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Previous Discussion ◽  
Dark Pools ◽  
Definition Of

This commentary is on a paper published in 2010. Few would wish to roll the markets back to where they were eight years ago, but have the issues that were debated then been adequately resolved? Are today’s markets acceptably efficient? Can we relax about market quality? My answer to each of these is “no.” What I wrote in 2010, I stand by now. Along with revisiting my previous discussion on dark pools, fragmentation, price discovery, and liquidity, this commentary presents my newer thoughts concerning the definition of the term “liquidity,” and the existence of an illiquidity premium.

Competition For Order Flow, Market Quality, And Price Discovery In The Nasdaq 100 Index Tracking Stock

2003 ◽  
Vol 26 (3) ◽  
pp. 301-318 ◽  
Author(s):  
Yiuman Tse ◽  
Grigori Erenburg
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Index Tracking ◽  
Order Flow ◽  
Tracking Stock

Is “Dark Pool” Trading Hurting Market Quality?

CFA Magazine ◽  
2012 ◽  
Vol 23 (6) ◽  
pp. 51-52 ◽  
Author(s):  
Keyword(s):  
Market Quality ◽  
Dark Pool

Recent Trends in Trading Activity and Market Quality

CFA Digest ◽  
2011 ◽  
Vol 41 (4) ◽  
pp. 85-87
Author(s):  
Claire Emory
Keyword(s):  
Market Quality ◽  
Trading Activity ◽  
Recent Trends
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