Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
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.
TOPICS: Exchanges/markets/clearinghouses, security analysis and valuation, developed
- © 2015 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Log in using your username and password
In this issue
Jump to section
Similar Articles
Cited By...
- No citing articles found.