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Dark markets: does private information make price formation less efficient?

Asparouhova, Elena and Bossaerts, Peter (2017) Dark markets: does private information make price formation less efficient? LSE Business Review Blog (20 Nov 2017). Blog Entry.

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Abstract

A series of controlled experiments shows more price volatility but fair prices in over-the-counter markets, write Elena Asparouhova and Peter Bossaerts

Item Type: Website (Blog Entry)
Official URL: http://blogs.lse.ac.uk/businessreview/
Additional Information: © 2017 The Author
Subjects: H Social Sciences > HG Finance
T Technology > T Technology (General)
Sets: Collections > LSE Business Review Blog
Date Deposited: 11 Dec 2017 08:10
Last Modified: 11 Dec 2017 08:10
URI: http://eprints.lse.ac.uk/id/eprint/86080

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