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The Impact of Dark and Visible Fragmentation on Market Quality (Replaces EBC Discussion Paper 2011-013)

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  • Degryse, H.A.

    (Tilburg University, School of Economics and Management)

  • de Jong, F.C.J.M.

    (Tilburg University, School of Economics and Management)

  • van Kervel, V.L.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

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  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces EBC Discussion Paper 2011-013)," Other publications TiSEM 3ff46941-c3ff-4ba4-9a5b-d, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:3ff46941-c3ff-4ba4-9a5b-d22e05b61efd
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    References listed on IDEAS

    as
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    26. Carole Gresse, 2006. "The Effect of Crossing‐Network Trading on Dealer Market's Bid‐Ask Spreads," European Financial Management, European Financial Management Association, vol. 12(2), pages 143-160, March.
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    29. Terrence Hendershott & Charles M. Jones & Albert J. Menkveld, 2011. "Does Algorithmic Trading Improve Liquidity?," Journal of Finance, American Finance Association, vol. 66(1), pages 1-33, February.
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