How ‘dark pools’ can help public stock markets

Monday, February 3, 2014 - 05:31 in Mathematics & Economics

A “dark pool” may sound like a mysterious water source or an untapped oil well. In reality, it’s a finance term: Dark pools are privately run stock markets that do not show participants’ orders to the public before trades happen. They are a growing presence in stock trading, now representing at least one-eighth, and possibly much more, of all stock trading volume in the U.S. But what is the effect of dark pools on “price discovery” — that is, the ongoing setting of prices on markets, which is thought to benefit from the transparency provided by public exchanges? At least one survey has shown that a clear majority of finance professionals — 71 percent — think dark pools are “somewhat” or “very” problematic in establishing stock prices. But a new paper by an MIT professor, to be published in the Review of Financial Studies, asserts that this is not necessarily...

Read the whole article on MIT Research

More from MIT Research

Latest Science Newsletter

Get the latest and most popular science news articles of the week in your Inbox! It's free!

Check out our next project, Biology.Net