Zeyu Zhang

University of Edinburgh Business School

University of Edinburgh Business School

29 Buccleuch Place

Edinburgh, EH8 8BA

United Kingdom

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Scholarly Papers (1)

1.

Frequent Batch Auctions Under Liquidity Constraints

Number of pages: 63 Posted: 19 Feb 2021
Zeyu Zhang and Gbenga Ibikunle
University of Edinburgh Business School and University of Edinburgh
Downloads 22 (614,844)

Abstract:

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Frequent batch auctions; dark trading; MiFID II; latency arbitrage; liquidity; informational efficiency