Price Impact and Venue Dependence
The equity trading of today is fragmented across regulated markets (RMs) and multilateral trading facilities (MTFs). Despite being legally very similar Busch (2017), market participants have reported that they attract different types of traders. Market dynamics arise from the interactions between al...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2019
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-257508 |