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The market quality effects of sub-second frequent batch auctions: evidence from dark trading restrictions

The market quality effects of sub-second frequent batch auctions: evidence from dark trading restrictions
The market quality effects of sub-second frequent batch auctions: evidence from dark trading restrictions
Zhang, Zeyu
53318314-2017-47cf-b56c-0d4226481260
Ibikunle, Gbenga
64508586-a87a-41ff-a9e8-4282931b8b45
Zhang, Zeyu
53318314-2017-47cf-b56c-0d4226481260
Ibikunle, Gbenga
64508586-a87a-41ff-a9e8-4282931b8b45

Zhang, Zeyu and Ibikunle, Gbenga (2022) The market quality effects of sub-second frequent batch auctions: evidence from dark trading restrictions. In The market quality effects of sub-second frequent batch auctions: evidence from dark trading restrictions. (Submitted)

Record type: Conference or Workshop Item (Paper)

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Submitted date: 2022

Identifiers

Local EPrints ID: 476701
URI: http://eprints.soton.ac.uk/id/eprint/476701
PURE UUID: 77b158c2-393a-49de-b559-22259cfdd65a

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Date deposited: 11 May 2023 16:56
Last modified: 11 May 2023 16:56

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Contributors

Author: Zeyu Zhang
Author: Gbenga Ibikunle

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