@misc{bb89abfe43694042acefa6e780d4cf31,
title = "Asymmetries in dark pool reference prices",
abstract = "This study looks at two important aspects of reference prices in dark pools - the prevalence of reference price latency and primary market choice as the reference price's source. For both aspects we then measure the effect for different classes of market participants to analyse the role of participant speed and sophistication in driving outcomes in today's markets.",
author = "Matteo Aquilina and Sean Foley and Peter O'Neill and Thomas Ruf",
note = "Occasional Paper - 21",
year = "2016",
month = sep,
language = "English",
series = "Occasional Paper. Financial Conduct Authority",
publisher = "Financial Conduct Authority - FCA",
number = "21",
type = "Other",
}