Dark Trading and Price Discovery

By Carole Comerton-Forde, Tālis J. Putniņš. 2015

191 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1a699ea59074c98d24d3d9af3dadda828c43595e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Amy Kwan
2. Ronald W. Masulis
3. Thomas H. Mcinish

In Finance

1. Amy Kwan
2. Ronald W. Masulis
3. Thomas H. Mcinish

Citations in the corpus

• Trading Rules, Competition for Order Flow and Market Fragmentation (2015, methodology): “…assessments, depending on data quality and research methods used (see O’Hara and Ye, 2011; Weaver, 2011; 8    Buti, Rindi, and Werner, 2011b; Degryse, de Jong and van Kervel, 2011; Comerton-Forde and Putnins, 2012; Foley, Malinova, and Park, 2012; Gresse, 2012; and Nimalendran and Ray, 2014).”
• Do Dark Pools Harm Price Discovery (2013, unknown): “The first four studies document this result using consolidated measures of dark trading in the United States (Jiang, McInish, and Upson 2011; Weaver 2011), the Netherlands (Degryse, de Jong, and van Kervel 2011), and Australia (Comerton-Forde and Putnins 2012). Nimalendran and Ray (2013) use transac”