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Primary Article

Shedding Light on Dark Liquidity Pools

Hans Degryse, Mark Van Achter and Gunther Wuyts
Trading Winter 2009, 2009 (1) 147-155
Hans Degryse
A professor at CentER–Tilburg University and TILEC in Tilburg, The Netherlands. He is also a CESIfo fellow and the holder of the TILEC-AFM Chair on Financial Market Regulation. h.degryse@uvt.nl
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  • For correspondence: h.degryse@uvt.nl
Mark Van Achter
A researcher at the University of Bonn (in Bonn, Germany) and a professor at H.U. Brussel (in Brussels, Belgium). mark.vanachter@uni-bonn.de
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  • For correspondence: mark.vanachter@uni-bonn.de
Gunther Wuyts
A professor of finance at the Katholieke Universiteit Leuven, in Leuven, Belgium. gunther.wuyts@econ.kuleuven.be
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  • For correspondence: gunther.wuyts@econ.kuleuven.be
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Abstract

This article reviews the recent developments on dark liquidity pools starting from the theoretical and empirical academic literature. The number of dark liquidity pools as well as their trading volume has grown substantially in the last couple of years. The authors highlight the incentives of providers as well as users of these dark liquidity pools and study the impact of recent financial regulation in Europe (MiFID). They conclude by providing an outlook on dark liquidity pools.

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Trading: 2009 (1)
Algorithmic Trading II: Precision, Control, Execution - 2006
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Shedding Light on Dark Liquidity Pools
Hans Degryse, Mark Van Achter, Gunther Wuyts
Trading Dec 2009, 2009 (1) 147-155;

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Shedding Light on Dark Liquidity Pools
Hans Degryse, Mark Van Achter, Gunther Wuyts
Trading Dec 2009, 2009 (1) 147-155;
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