Dark markets: does private information make price formation less efficient?

Asparouhova, Elena; and Bossaerts, Peter (2017) Dark markets: does private information make price formation less efficient? [Online resource]

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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
Departments	LSE
Date Deposited	11 Dec 2017 08:10
URI	https://researchonline.lse.ac.uk/id/eprint/86080

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Asparouhova, Elena
Bossaerts, Peter

HG Finance
T Technology (General)

http://blogs.lse.ac.uk/businessreview/2017/11/20/dark-markets-does-private-information-make-price-formation-less-efficient/ (Publisher)

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