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The Benefits of European Periodic Auctions beyond MiFID Dark Trading Caps
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- Article
- Abstract
- ORIGIN AND DESIGN OF PERIODIC AUCTIONS
- SURGE IN PERIODIC AUCTION MARKET SHARE
- PERIODIC AUCTION AVERAGE TRADE SIZES
- PERIODIC AUCTION TIMING AND TRADING INTENSITY
- PERIODIC AUCTION PRICE REVERSION, SHOWING NO OPPORTUNITY LOSS
- PERIODIC AUCTIONS TO ENABLE A REDUCTION IN MARKET IMPACT
- CONCLUSION
- ADDITIONAL READING
- APPENDIX
- ENDNOTES
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)
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