ECONIS Select Business Administration –
Dark Pools , Private Stock Markets

02/2011

This is a selection of recent articles, working papers and books on the subject, chosen by our staff and available through our document delivery services.

Search our free online catalogue or try our portal EconBiz.

Web-Links:

• Deutsche Bank starts dark pool trading in Hong Kong as demand increases
  (auf www.bloomberg.com, vom 23. August 2010)
• Video of marketplacevideo
  (auf www.youtube.com )
• IOSCO proposes regulatory oversight principles for dark liquidity

Literature selected from our database ECONIS:

• Title: Diving into dark pools / Sabrina Buti; Barbara Rindi; Ingrid M. Werner
  Published: Columbus, Ohio: Charles A. Dice Center for Research in Financial Economics, 2010
  Series: Working papers series / Charles A. Dice Center for Research in Financial Economics; 2010-10 Fisher College of Business working paper series; 2010-03-010
  Link: http://www.cob.ohio-state.edu/fin/dice/papers/2010/2010-10.htm
• Article: Dark pools of liquidity in electronic securities trading / Bartholomäus Ende; Jan Muntermann
  In: Banking and information technology / Deutsche Ausgabe. - Regensburg: Ibi Research GmbH, ISSN 1615-0252, ZDB-ID 20173805. - Bd. 11.2010, 1, S. 35-44
  Keywords: OTC-Handel / Elektronisches Handelssystem / Institutioneller Anleger / Effizienzmarktthese
• Article: Dark pools and flash orders: the secret world of automated High-Frequency Trading / Chris Rose
  In: Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 24421042. - Bd. 8.2010, 8, S. 11-16
• Article: Proposed national market system changes aim to lighten dark pools / Andre E. Owens, Soo J. Yim, Beth A. Stekler and Cristie L. March
  In: The journal of investment compliance. - Bingley: Emerald, ISSN 1528-5812, ZDB-ID 22781912. - Bd. 11.2010, 1, S. 5-13
• Article: Efficient Market Hypothesis in modern day equity secondary markets: are dark pools a reflection or refraction of wider European equity market structure? / Stuart Baden Powell
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 5.2010, 1, S. 35-39
• Title: Dark pools: the structure and future of off-exchange trading and liquidity / Erik Banks
  Published: Basingstoke, Hampshire: Palgrave Macmillan, 2010
  Series: Palgrave Macmillan finance and capital markets series
  Keywords: Finanzmarkt / OTC-Handel
  Link: Table of contents
  Signatory: B 369743
• Article: Ten questions every institution should ask their dark pool providers / Jay Bennett, John Colon, John Feng and Jennifer Litwin
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 5.2010, 4, S. 10-13
• Title: Dynamic dark pool trading strategies in limit order markets / Sabrina Buti; Barbara Rindi; Ingrid M. Werner
  Published: Columbus, Ohio: Charles A. Dice Center for Research in Financial Economics, 2010
  Series: Working papers series / Charles A. Dice Center for Research in Financial Economics; 2010-6 Fisher College of Business working paper series; 2010-03-006
  Keywords: Wertpapierhandel / Strategie / Institutioneller Anleger / Wertpapieranlage / Marktliquidität / Dynamisches Gleichgewicht / Theorie
  Link: http://www.cob.ohio-state.edu/fin/dice/papers/2010/2010-6.htm
• Article: Dark pools, fragmented markets, and the quality of price discovery / Robert A. Schwartz
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 5.2010, 2, S. 17-22
• Article: Efficient Market Hypothesis in modern day equity secondary markets: are dark pools a reflection or refraction of wider European equity market structure? / Stuart Baden Powell
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 5.2010, 1, S. 35-39
• Article: Using minimum volume in dark pools / Robert Burns
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 4.2009, 1, S. 31-34
  Keywords: OTC-Handel
• Title: Dark pools: the structure and future of off-exchange trading and liquidity / Erik Banks
  Published: Basingstoke, Hampshire: Palgrave Macmillan, 2010
  Series: Palgrave Macmillan finance and capital markets series
  Keywords: Finanzmarkt / OTC-Handel
  Link: Table of contents
  Signatory: B 369743
• Article: Cul de sacs and highways: an optical tour of dark pool trading performance / Ian Domowitz, Ilya Finkelshteyn and Henry Yegerman
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 4.2009, 1, S. 16-22
  Keywords: OTC-Handel / Transaktionskosten
• Article: Are you playing in a toxic dark pool?: a guide to preventing information leakage / Hitesh Mittal
  In: The journal of trading. - New York, NY: Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Bd. 3.2008, 3, S. 20-33