SMEAL WIKI

Order Flow Segmentation and the Role of Dark Trading in the Price Discovery of U.S. Treasury Securities

Michael J. Fleming, Giang Nguyen
Year2013
VenueSSRN Electronic Journal
Typearticle
Citations15
DOI10.2139/ssrn.2308099
OpenAlexW1542513265

Topics

Financial Markets and Investment StrategiesDark liquidityPrice discoveryTreasuryOrder (exchange)Business