Rosenblatt’s Dark Liquidity Tracker: 2010 in Review
Autor: | Joe Gawronski, Justin Schack |
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Rok vydání: | 2011 |
Předmět: | |
Zdroj: | The Journal of Trading. 6:41-51 |
ISSN: | 2168-8427 1559-3967 |
DOI: | 10.3905/jot.2011.6.3.041 |
Popis: | Dark pools have become a major force in the United States’ market structure. In the year-in-review, we share insights on the growth of dark pools over time and the major trends observed throughout 2010. Among those are significant growth in dark-pool market share, the inverse relationship between dark activity and volatility, and high-frequency traders becoming active in dark pools. |
Databáze: | OpenAIRE |
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