References
- Brugler, J. 2015 “Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange.” Bank of England Working Paper Series, No 545. http://www.bankofengland.co.uk/research/Documents/workingpapers/2015/swp545.pdf
- Buti, S., B. Rindi, and I. M. Werner. 2010. “Diving into Dark Pools.” Working Paper Series 2010-10. Ohio State University, Charles A. Dice Center for Research in Financial Economics. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1630499
- Cespa, G., and T. Foucault. 2014. “Illiquidity Contagion and Liquidity Crashes.” Review of Financial Studies 27 (6): 1615–1660. hhu016. doi:10.1093/rfs/hhu016
- Degryse, H., F. De Jong, and V. Van Kervel. 2014. “The Impact of Dark Trading and Visible Fragmentation on Market Quality.” Review of Finance 19 (4): rfu027.
- Gomber, P., S. Sagade, E. Theissen, C. Westheide, and M. Weber. 2015. “Anonymity and Immediacy: Distinct Dark Markets and the Determinants of their Trading Volume.” Paper presented Annual Meeting of the Asian Finance Association (AsianFA2015), Changsha, China. http://www.fma.org/Venice/Papers/dark_trading_paper.pdf
- O’Hara, M., and M. Ye. 2011. “Is Market Fragmentation Harming Market Quality?” Journal of Financial Economics 100 (3): 459–474. doi:10.1016/j.jfineco.2011.02.006.
- Ready, M. J. 2010. “Determinants of Volume in Dark Pool Crossing Networks.” Paper presented at AFA 2010 Atlanta Meetings, 2010. http://www.q-group.org/wp-content/uploads/2014/01/darkpoolpaper100810.pdf
- Zhu, H. 2014. “Do Dark Pools Harm Price Discovery?” Review of Financial Studies 27 (3): 747–789. hht078. doi:10.1093/rfs/hht078