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

• Main Authors: Sharma, Uday, Teng, Rachel Rui Qi, Turakhia, Devasri
• 其他作者: Yohanes Eko Riyanto
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2021
• 主題: Social sciences::Statistics; Social sciences::Economic theory::Microeconomics
• 在線閱讀: https://hdl.handle.net/10356/153257
• 機構: Nanyang Technological University

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...