Rosenblatt’s Dark Liquidity Tracker: 2010 in Review

Autor: Joe Gawronski, Justin Schack
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