Concepedia

The Impact of Dark Trading and Visible Fragmentation on Market Quality

Hans Degryse, Frank de Jong, Vincent van Kervel

SSRN Electronic Journal · 2011 · 114 citations · 45 references

DOIFull text

Open access

References

45

Sample Selection Bias as a Specification Error

James J. Heckman · Econometrica · 1979 · 28.4K citations

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The distribution of realized stock return volatility

Torben G. Andersen · Journal of Financial Economics · 2001 · 2.3K citations

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High-Frequency Trading and Price Discovery

Jonathan Brogaard, Terrence Hendershott, Ryan Riordan · Review of Financial Studies · 2014 · 1.2K citations

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Is market fragmentation harming market quality?

Maureen O’Hara, Mao Ye · Journal of Financial Economics · 2011 · 566 citations

, , +6

Does Algorithmic Trading Improve Liquidity?

Terrence Hendershott, Charles M. Jones, Albert J. Menkveld · The Journal of Finance · 2011 · 484 citations · Full text

, , +11