Yuxin Sun

Queen's University Belfast - Queen's Management School

Lecturer in Finance

Office 0G-018

185 Stranmillis Road

Belfast, BT9 5EE

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

626

CITATIONS

0

Scholarly Papers (3)

1.

City Goes Dark: Dark Trading and Adverse Selection in Aggregate Markets

FCA Occasional Paper No. 29
Number of pages: 49 Posted: 16 Aug 2016 Last Revised: 03 May 2018
Financial Conduct Authority, University of Otago - School of Business, University of Edinburgh and Queen's University Belfast - Queen's Management School
Downloads 382 (76,234)

Abstract:

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dark pools, aggregate markets, adverse selection, market liquidity, pricing noise

2.

Informed Trading and the Price Impact of Block Trades: A High Frequency Trading Analysis

International Review of Financial Analysis, Forthcoming
Number of pages: 50 Posted: 25 Nov 2014 Last Revised: 31 Jul 2016
Yuxin Sun and Gbenga Ibikunle
Queen's University Belfast - Queen's Management School and University of Edinburgh
Downloads 163 (181,086)

Abstract:

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Informed trading, Block trades, Transparency, Opacity, Price impact, Price discovery

3.

A Decade in the Life of a Market: Visible Market Fragmentation, Quality and Efficiency

Number of pages: 43 Posted: 14 Mar 2016 Last Revised: 16 May 2016
Yuxin Sun and Gbenga Ibikunle
Queen's University Belfast - Queen's Management School and University of Edinburgh
Downloads 81 (301,025)

Abstract:

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MiFID, Multilateral Trading Facilities (MTFs), Market Transparency, Adverse Selection, Probability of informed trading (PIN), Market Efficiency