Dark pool trading with varying tick size, lot size and pricing rule : an experiment

• المؤلفون الرئيسيون: Sharma, Uday, Teng, Rachel Rui Qi, Turakhia, Devasri
• مؤلفون آخرون: Yohanes Eko Riyanto
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2021
• الموضوعات: Social sciences::Statistics; Social sciences::Economic theory::Microeconomics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/153257

Dark pools are decentralized trading venues where financial securities are traded without pre-trade transparency. Although initially used primarily by institutional investors, dark pools have been gaining popularity among retail traders. Using an experimental approach, we studied the performance of...