Dark pool trading with varying tick size, lot size and pricing rule : an experiment
Dark pools are decentralized trading venues where financial securities are traded without pre-trade transparency. Although initially used primarily by institutional investors, dark pools have been gaining popularity among retail traders. Using an experimental approach, we studied the performance of...
| Main Authors: | , , |
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| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
Nanyang Technological University
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/153257 |