Institutional trading and alternative trading systems

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Click or Call? Auction versus Search in the Over‐the‐Counter Market (2012, background): “Dick-Nielsen, Feldhütter, and Lando (2012) and Friewald, Jankowitsch, and Subrahmanyam (2012) examine bond liquidity and prices during the financial crisis.”
Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network (2007, unknown): “considered DM. Conrad, Johnson and Wahal (2003) use proprietary data of US institutional”
PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (2012, unknown): “Dark pools vary in a number of properties such as crossing procedure, ownership and accessibility (see Mittal [2008] and Degryse et al. [2009b] for further details and a typology of dark pools). However, they generally share the following two stylized facts. First, the liquidity available in dark po”
Competition among Trading Venues: Information and Trading on Electronic Communications Networks (2003, background): “This is consistent with Conrad, Johnson, and Wahal (2002) who examine orderlevel data for institutions and ¢nd that ECNs are cheaper than traditional mechanisms for executing large orders.”
Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks (2010, methodology): “Researchers using Plexus Group data include Keim and Madhavan (1995) and Conrad, Johnson, and Wahal (2003).”