Published papers
Gresse, Carole (2017). Effects of Lit and Dark Market Fragmentation on Liquidity. Journal of Financial Markets, 35, 1-20. Link to paper.
Working papers
Degryse, Hans, and Nikolaos Karagiannis (2018). Once Upon a Broker Time? Order Preferencing and Market Quality. Available at SSRN: https://ssrn.com/abstract=3186009 or http://dx.doi.org/10.2139/ssrn.3186009.
Degryse, Hans, Rudy De Winne, Carole Gresse, and Richard Payne (2019). Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3356695.
Degryse, Hans, Rudy De Winne, Carole Gresse, and Richard Payne (2019). Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3356695.
Conference presentations
Degryse, Hans, Rudy De Winne, Carole Gresse, and Richard Payne. Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity.
- 35th AFFI annual conference, Paris, 22-24 May 2018
- 4th Women in Microstructure Meeting, Coronado (CA, USA), 17 June 2018
- 2nd European Capital Markets Workshop, London, 9 July 2018
- 2nd SAFE Market Microstructure Conference, Frankfurt, 20-21 August 2018
- FMA annual meeting 2018, San Diego (CA, USA)