Order Fragmentation is the phenomenon in secondary market trading where a single order is dispersed across multiple trading venues or market centers, distinguished by its impact on price discovery and execution efficiency due to the division of liquidity.
42
Publications
2.8K
Citations
75
Authors
68
Institutions
Publications per year
2017–2026
6
Parents
Publications
42
Is market fragmentation harming market quality?
Maureen O’Hara, Mao Ye · Journal of Financial Economics · 2011 · 575 citations
Stealth Trading in Options Markets
Amber Anand, Sugato Chakravarty · Journal of Financial and Quantitative Analysis · 2007 · 145 citations · Full text
1–5 of 42
Authors
75
- TH
3
h-index
- HD
3
h-index
- VV
3
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- FD
3
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- MP
2
h-index
1–5 of 75
Institutions
68
UNSW Sydney
Sydney, Australia
5 h-index
10 publications
438 citations
Cornell University
Ithaca, United States
4 h-index
4 publications
1K citations
University of Memphis
Memphis, United States
3 h-index
3 publications
194 citations
KU Leuven
Leuven, Belgium
3 h-index
5 publications
783 citations
Tilburg University
Tilburg, The Netherlands
3 h-index
5 publications
783 citations
University of Michigan
Ann Arbor, United States
2 h-index
4 publications
176 citations
Pontificia Universidad Católica de Chile
Santiago, Chile
2 h-index
2 publications
150 citations
New York University
New York, United States
2 h-index
2 publications
359 citations
1–8 of 68
Venues
- SSRN Electronic Journal
Repository · 15 publications · 618 citations
12
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- Journal of Financial Economics
3 publications · 723 citations
3
h-index
- Financial Review
FR · 3 publications · 109 citations
3
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 2 publications · 223 citations
2
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- The Journal of Trading
JOT · 2 publications · 32 citations
2
h-index
1–5