Concepedia

Dark Pool Order

A Dark Pool Order is a type of algorithmic trading order executed within a private exchange market, distinguished by its lack of pre-trade transparency and its design to minimize market impact through hidden liquidity.

24

Publications

749

Citations

45

Authors

46

Institutions

Publications per year

2017–2026

4

Parents

Publications

24

Dark pool trading strategies, market quality and welfare

Sabrina Buti, Barbara Rindi, Ingrid M. Werner · Journal of Financial Economics · 2016 · 139 citations

, , +11

Informational linkages between dark and lit trading venues

Mahendrarajah Nimalendran, Sugata Ray · Journal of Financial Markets · 2013 · 87 citations

, , +8

Informational Linkages Between Dark and Lit Trading Venues

Mahendrarajah Nimalendran, Sugata Ray · SSRN Electronic Journal · 2011 · 48 citations · Full text

, , +8

Optimal Liquidation in Dark Pools

Peter Kratz, Torsten Schoeneborn · SSRN Electronic Journal · 2011 · 38 citations · Full text

, , +16

Price Improvement and Execution Risk in Lit and Dark Markets

Michael Brolley · Management Science · 2019 · 37 citations

, , +15

1–5 of 24

Authors

45

  1. IM
    Ingrid M. Werner

    The Ohio State University, United States

    3 publications · 178 citations

    3

    h-index

  2. SB
    Sabrina Buti

    Bocconi University, Italy

    3 publications · 178 citations

    3

    h-index

  3. BR
    Barbara Rindi

    Bocconi University, Italy

    3 publications · 178 citations

    3

    h-index

  4. SR
    Sugata Ray

    University of Alabama, United States

    2 publications · 135 citations

    2

    h-index

  5. AS
    Alexander Schied

    University of Waterloo, Canada

    2 publications · 48 citations

    2

    h-index

1–5 of 45

Institutions

46

  1. Fisher College

    Boston, United States

    2 h-index

    2 publications

    165 citations

  2. University of Florida

    Gainesville, United States

    2 h-index

    3 publications

    222 citations

  3. KU Leuven

    Leuven, Belgium

    2 h-index

    4 publications

    86 citations

  4. The University of Sydney

    Sydney, Australia

    2 h-index

    3 publications

    40 citations

  5. University of Waterloo

    Waterloo, Canada

    2 h-index

    2 publications

    48 citations

  6. Bocconi University

    Milan, Italy

    2 h-index

    2 publications

    165 citations

  7. Baruch College

    New York, United States

    1 h-index

    1 publications

    22 citations

  8. Florida State University

    Tallahassee, United States

    1 h-index

    1 publications

    27 citations

1–8 of 46

Venues

  1. SSRN Electronic Journal

    Repository · 9 publications · 238 citations

    9

    h-index

  2. Quantitative Finance

    2 publications · 64 citations

    2

    h-index

  3. The Journal of Trading

    JOT · 2 publications · 35 citations

    2

    h-index

  4. Pacific-Basin Finance Journal

    1 publications · 20 citations

    1

    h-index

  5. eYLS (Yale Law School)

    Repository · 1 publications · 34 citations

    1

    h-index

1–5