Impact of TSX Long Life Order on Market Quality, Execution Quality and Price Discovery

2017 ◽  
Author(s):  
N. Robert Enemuwe
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Long Life

COMMENTARY: Dark Pools, Fragmented Markets, and the Quality of Price Discovery: Commentary

2018 ◽  
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Previous Discussion ◽  
Dark Pools ◽  
Definition Of

This commentary is on a paper published in 2010. Few would wish to roll the markets back to where they were eight years ago, but have the issues that were debated then been adequately resolved? Are today’s markets acceptably efficient? Can we relax about market quality? My answer to each of these is “no.” What I wrote in 2010, I stand by now. Along with revisiting my previous discussion on dark pools, fragmentation, price discovery, and liquidity, this commentary presents my newer thoughts concerning the definition of the term “liquidity,” and the existence of an illiquidity premium.

Dark Pools, Fragmented Markets, and the Quality of Price Discovery

2018 ◽  
Keyword(s):  
Price Discovery ◽  
Market Quality ◽  
Previous Discussion ◽  
Dark Pools ◽  
Definition Of

This commentary is on a paper published in 2010. Few would wish to roll the markets back to where they were eight years ago, but have the issues that were debated then been adequately resolved? Are today’s markets acceptably efficient? Can we relax about market quality? My answer to each of these is “no.” What I wrote in 2010, I stand by now. Along with revisiting my previous discussion on dark pools, fragmentation, price discovery, and liquidity, this commentary presents my newer thoughts concerning the definition of the term “liquidity,” and the existence of an illiquidity premium.

Recollections of a Long Life

2009 ◽  
Author(s):  
John Cam Hobhouse
Keyword(s):  
Long Life

Dying for a long life

Nature ◽  
2011 ◽  
Author(s):  
Ewen Callaway
Keyword(s):  
Long Life
Sign in / Sign up

Export Citation Format

Share Document