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买卖价差是否影响交易所运营的暗池交易?来自自然实验的证据

Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment

Journal of Economic Dynamics and Control · 2022
被引 3
ABS 3
金融市场微观结构暗池交易买卖价差高频交易市场流动性