On the public citation graph

Welfare and Gains from Trade in Dark Pools

https://doi.org/10.2139/ssrn.4807520
0 signed · 53 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jeth.2000.2785openalex-extracted
Markov Perfect Equilibrium
inferredcites →https://doi.org/10.1006/jfin.1996.0014openalex-extracted
Optimal Transparency in a Dealer Market with an Application to Foreign Exchange
inferredcites →https://doi.org/10.1006/jfin.1996.0015openalex-extracted
Security Prices and Market Transparency
inferredcites →https://doi.org/10.1007/s00191-011-0230-8openalex-extracted
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
inferredcites →https://doi.org/10.1016/1042-9573(92)90007-zopenalex-extracted
Anonymity in securities markets
inferredcites →https://doi.org/10.1016/j.econmod.2023.106376openalex-extracted
Information and optimal trading strategies with dark pools
inferredcites →https://doi.org/10.1016/j.finmar.2019.02.003openalex-extracted
Fast and slow informed trading
inferredcites →https://doi.org/10.1016/j.finmar.2019.05.001openalex-extracted
Make-take decisions under high-frequency trading competition
inferredcites →https://doi.org/10.1016/j.finmar.2023.100831openalex-extracted
Banning dark pools: Venue selection and investor trading costs
inferredcites →https://doi.org/10.1016/j.finmar.2023.100882openalex-extracted
Understanding the impacts of dark pools on price discovery
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.11.019openalex-extracted
Chasing trends at the micro-level: The effect of technical trading on order book dynamics
inferredcites →https://doi.org/10.1016/j.jcorpfin.2025.102742openalex-extracted
Dark Trading Volume and Market Quality: A Natural Experiment
inferredcites →https://doi.org/10.1016/j.jeconom.2010.03.028openalex-extracted
Ultra high frequency volatility estimation with dependent microstructure noise
inferredcites →https://doi.org/10.1016/j.jedc.2007.01.006openalex-extracted
Call market book information and efficiency
inferredcites →https://doi.org/10.1016/j.jedc.2010.04.007openalex-extracted
Learning by doing vs. learning from others in a principal-agent model
inferredcites →https://doi.org/10.1016/j.jedc.2022.104438openalex-extracted
Machine Learning and Speed in High-Frequency Trading
inferredcites →https://doi.org/10.1016/j.jfi.2008.01.002openalex-extracted
Transparency and market quality: Evidence from SuperMontage
inferredcites →https://doi.org/10.1016/j.jfineco.2008.02.007openalex-extracted
Dynamic order submission strategies with competition between a dealer market and a crossing network☆
inferredcites →https://doi.org/10.1016/j.jfineco.2008.08.002openalex-extracted
Informed traders and limit order markets
inferredcites →https://doi.org/10.1016/j.jfineco.2015.03.004openalex-extracted
Equilibrium fast trading
inferredcites →https://doi.org/10.1016/j.jfineco.2016.02.002openalex-extracted
Dark pool trading strategies, market quality and welfare
inferredcites →https://doi.org/10.1016/j.jfineco.2016.08.004openalex-extracted
Should we be afraid of the dark? Dark trading and market quality
inferredcites →https://doi.org/10.1016/j.jfineco.2017.03.004openalex-extracted
Shades of darkness: A pecking order of trading venues
inferredcites →https://doi.org/10.1016/j.jfineco.2018.07.002openalex-extracted
Regulating dark trading: Order flow segmentation and market quality
inferredcites →https://doi.org/10.1016/s1386-4181(98)00012-3openalex-extracted
Order flow composition and trading costs in a dynamic limit order market
inferredcites →https://doi.org/10.1017/s0022109019000814openalex-extracted
Trading in Fragmented Markets
inferredcites →https://doi.org/10.1017/s0022109022001521openalex-extracted
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk
inferredcites →https://doi.org/10.1093/qje/qjs025openalex-extracted
Dynamic Games with Asymmetric Information: A Framework for Empirical Work*
inferredcites →https://doi.org/10.1093/rfs/hhg008openalex-extracted
Liquidity-Based Competition for Order Flow
inferredcites →https://doi.org/10.1093/rfs/hhi029openalex-extracted
Limit Order Book as a Market for Liquidity
inferredcites →https://doi.org/10.1093/rfs/hht078openalex-extracted
Do Dark Pools Harm Price Discovery?
inferredcites →https://doi.org/10.1093/rfs/hhw112openalex-extracted
Size Discovery
inferredcites →https://doi.org/10.1111/0022-1082.00281openalex-extracted
Crossing Networks and Dealer Markets: Competition and Performance
inferredcites →https://doi.org/10.1111/1468-0262.00241openalex-extracted
Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'curse' of Dimensionality
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00795.xopenalex-extracted
Equilibrium in a Dynamic Limit Order Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00822.xopenalex-extracted
Financial Market Design and the Equity Premium: Electronic versus Floor Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01004.xopenalex-extracted
Estimating the Gains from Trade in Limit‐Order Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01312.xopenalex-extracted
Competition for Order Flow and Smart Order Routing Systems
inferredcites →https://doi.org/10.1111/jofi.12302openalex-extracted
News Trading and Speed
inferredcites →https://doi.org/10.1198/073500106000000071openalex-extracted
Realized Variance and Market Microstructure Noise
inferredcites →https://doi.org/10.1214/aoms/1177729586openalex-extracted
A Stochastic Approximation Method
inferredcites →https://doi.org/10.1287/mnsc.2018.3204openalex-extracted
Price Improvement and Execution Risk in Lit and Dark Markets
inferredcites →https://doi.org/10.2139/ssrn.1686966openalex-extracted
Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network
inferredcites →https://doi.org/10.2139/ssrn.2024057openalex-extracted
Price Manipulation, Price Discovery and Transaction Costs in the Crossing Network
inferredcites →https://doi.org/10.2139/ssrn.2771153openalex-extracted
High Frequency Trading and Learning
inferredcites →https://doi.org/10.2139/ssrn.2995956openalex-extracted
Information and Optimal Trading Strategies with Dark Pools
inferredcites →https://doi.org/10.2139/ssrn.3365994openalex-extracted
Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives
inferredcites →https://doi.org/10.2139/ssrn.470766openalex-extracted
Financial Market Design and Equity Premium: Electronic Versus Floor Trading
inferredcites →https://doi.org/10.2139/ssrn.506542openalex-extracted
Realized Variance and Market Microstructure Noise
inferredcites →https://doi.org/10.2307/1419164openalex-extracted
Choice Reaction-Time as a Function of Meaningful Similarity
inferredcites →https://doi.org/10.2307/2555975openalex-extracted
Computing Markov-Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model
inferredcites →https://doi.org/10.3386/w21999openalex-extracted
Methodological Issues in Analyzing Market Dynamics
inferredcites →https://doi.org/10.3386/w24146openalex-extracted
Augmenting Markets with Mechanisms
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.