Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis - Vuorenmaa, T.

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 liquidity to better understand the crux of the financial crisis.