University of Aberdeen logo

AURA - Aberdeen University Research Archive

 

The market quality effects of sub-second frequent batch auctions : Evidence from dark trading restrictions.

dc.contributor.authorZhang, Zeyu
dc.contributor.authorIbikunle, Gbenga
dc.date.accessioned2024-01-25T11:47:02Z
dc.date.available2024-01-25T11:47:02Z
dc.date.issued2023-10
dc.description.statusPeer revieweden
dc.format.extent18
dc.format.extent1038766
dc.identifier282258973
dc.identifier4b5e393c-1f17-47d6-a69c-c597c34a6562
dc.identifier85164371620
dc.identifier.citationZhang, Z & Ibikunle, G 2023, 'The market quality effects of sub-second frequent batch auctions : Evidence from dark trading restrictions.', International Review of Financial Analysis, vol. 89, 102737. https://doi.org/10.1016/j.irfa.2023.102737en
dc.identifier.doi10.1016/j.irfa.2023.102737
dc.identifier.issn1057-5219
dc.identifier.otherORCID: /0000-0003-3425-7595/work/151858559
dc.identifier.urihttps://hdl.handle.net/2164/22637
dc.language.isoeng
dc.relation.ispartofInternational Review of Financial Analysisen
dc.subjectNo substantive connection to the University of Aberdeenen
dc.subjectHG Financeen
dc.subject.lccHGen
dc.titleThe market quality effects of sub-second frequent batch auctions : Evidence from dark trading restrictions.en
dc.typeJournal articleen

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
Zhang_etIbkunle_IRFA_The_Market_Quality_VOR.pdf
Size:
1014.42 KB
Format:
Adobe Portable Document Format

Collections