Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis

Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses liquidi

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DOI: 10.1057/9781137396853.0001

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DOI: 10.1057/9781137396853.0001

Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis Tommi A. Vuorenmaa Head of Research, VALO Research and Trading, Finland

DOI: 10.1057/9781137396853.0001

lit and dark liquidity with lost time data Copyright © Tommi A. Vuorenmaa, 2014.

Softcover reprint of the hardcover 1st edition 2014 978-1-137-43260-5 All rights reserved. First published 2014 by PALGRAVE MACMILLAN® in the United States—a division of St. Martin’s Press LLC, 175 Fifth Avenue, New York, NY 10010. Where this book is distributed in the UK, Europe and the rest of the world, this is by Palgrave Macmillan, a division of Macmillan Publishers Limited, registered in England, company number 785998, of Houndmills, Basingstoke, Hampshire RG21 6XS. Palgrave Macmillan is the global academic imprint of the above companies and has companies and representatives throughout the world. Palgrave® and Macmillan® are registered trademarks in the United States, the United Kingdom, Europe and other countries. ISBN: 978–1–137–39685–3 PDF ISBN: 978–1–349-49247-3 Library of Congress Cataloging-in-Publication Data is available from the