Dark markets: does private information make price formation less efficient?
Asparouhova, E. & Bossaerts, P.
(2017).
Dark markets: does private information make price formation less efficient?
A series of controlled experiments shows more price volatility but fair prices in over-the-counter markets, write Elena Asparouhova and Peter Bossaerts
| Item Type | Online resource |
|---|---|
| Copyright holders | © 2017 The Author |
| Departments | LSE |
| Date Deposited | 11 Dec 2017 |
| URI | https://researchonline.lse.ac.uk/id/eprint/86080 |