Jay Majtyka

Bond University

Gold Coast, QLD 4229

Australia

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Scholarly Papers (1)

1.

Fragmentation and Consolidation of Dark and Lit Order Books

7th Australasian Actuarial Education and Research Symposium
Number of pages: 39 Posted: 03 Dec 2015
Jay Majtyka, Thomas Henker and Julia Henker
Bond University, Bond University and Bond University
Downloads 52 (379,515)

Abstract:

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Dark pools, off-exchange, fragmentation