Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations

Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi, Kiyoshi Izumi, Takuya Kusumoto, Shinobu Yoshimura. Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 71-76, IEEE, 2014. [doi]

@inproceedings{MizutaMKIKY14,
  title = {Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations},
  author = {Takanobu Mizuta and Wataru Matsumoto and Shintaro Kosugi and Kiyoshi Izumi and Takuya Kusumoto and Shinobu Yoshimura},
  year = {2014},
  doi = {10.1109/CIFEr.2014.6924056},
  url = {http://dx.doi.org/10.1109/CIFEr.2014.6924056},
  researchr = {https://researchr.org/publication/MizutaMKIKY14},
  cites = {0},
  citedby = {0},
  pages = {71-76},
  booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014},
  publisher = {IEEE},
}