Trading Rules, Competition for Order Flow and Market Fragmentation
By Amy Kwan, Ronald W. Masulis, Thomas H. Mcinish. 2015
126 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/3f83e7e0ac666a36f5cb78a11e3a7337b833f903
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Ekkehart Boehmer
- Charles M. Jones
- Tālis J. Putniņš
- Xiaoyan Zhang
- Carole Comerton-Forde
- Xinran Zhang
- J. Wu
- Matthew C. Ringgenberg
In Economics and Econometrics
- Carole Comerton-Forde
- Charles M. Jones
- Tālis J. Putniņš
- Xinran Zhang
- Xiaoyan Zhang
- Ekkehart Boehmer
- Albert J. Menkveld
- H. Bessembinder
In Finance
- Ekkehart Boehmer
- Carole Comerton-Forde
- Tālis J. Putniņš
- Charles M. Jones
- Xiaoyan Zhang
- Xinran Zhang
- Avanidhar Subrahmanyam
- Terrence Hendershott
Citations in the corpus
- Dark Trading and Price Discovery (2015, background): “Therefore, the competition based on tick size discussed in Kwan et al. (2015) is not relevant in the Australian market.”
- Capital market effects of media synthesis and dissemination: evidence from robo-journalism (2017, unknown): “21 Volume from dark pools is included in TRF (Kwan et al. 2015).”
- Tracking Retail Investor Activity (2020, background): “For instance, Kwan, Masulis, and McInish (2015) study the competition between traditional stock exchanges and new dark trading venues and find that the minimum pricing increment regulation (typically one penny) drives orders to dark pools and limits the competitiveness of the exchanges.”