Dark Pool Trading and Information Acquisition
Dark Pool Trading and Information Acquisition
About this item
Full title
Author / Creator
Publisher
Oxford University Press
Journal title
Language
English
Formats
Publication information
Publisher
Oxford University Press
More information
Scope and Contents
Contents
Abstract
Theory suggests that dark pools may facilitate or discourage information acquisition. We find that more dark pool trading leads to greater information acquisition. We measure information acquisition using stock price dynamics around earnings announcements. To overcome endogeneity concerns, we exploit a large exogenous decrease to dark p...
Alternative Titles
Full title
Dark Pool Trading and Information Acquisition
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1093_rfs_hhab098
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_rfs_hhab098
Other Identifiers
ISSN
0893-9454
E-ISSN
1465-7368
DOI
10.1093/rfs/hhab098
