Dark Trading at the Midpoint: Pricing Rules, Order Flow and...

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Dark Trading at the Midpoint: Pricing Rules, Order Flow and High Frequency Liquidity Provision

Bartlett, Robert P., McCrary, Justin
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2616992
File:
PDF, 840 KB
english, 2015
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