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- W624650678 abstract "The implementation of MiFID has lead to a fragmentation of liquidity in European equity trading. We analyze the long-term effects of MiFID on liquidity with a new sample of Swiss stocks and do not find evidence for a worsening of market quality. In contrast, spread and depth measures indicate a general increase in market quality. Given the non-existence of a consolidated tape in Europe, we examine whether trade-throughs prevent the emergence of a virtually consolidated market. We find evidence that trade-throughs originate from informed traders with a priority of execution speed over price and conclude that the occurrence of trade-throughs does not indicate an inferior market quality." @default.
- W624650678 created "2016-06-24" @default.
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- W624650678 date "2012-10-01" @default.
- W624650678 modified "2023-09-27" @default.
- W624650678 title "Fragmentation in European Equity Markets and Market Quality - Evidence from the Analysis of Trade-Throughs" @default.
- W624650678 hasPublicationYear "2012" @default.
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