Abstract
The two competing Australian stock exchanges have an extremely high and growing percentage of their trading volumes being transacted from within their own competing dark pool matching services. In this article, the authors determine the exchange dark pool participation rate (EDPPR) in 50 of the largest Australian stocks by market capitalization during a three-month period (October 2014 through December 2014). The hypothesis is that the higher the stock price is, the lower the EDPPR will be.
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Top 50 Australian Stocks’ Exchange Dark Pool Participation Rate
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