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    Where Reg NMS Went Wrong

    Maker-taker pricing and payment for order flow are two prime examples of what has gone wrong with Reg NMS, says Tom Carter, Managing Director, JonesTrading, who adds that they have...
     
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    Sandbox for Disruption

    When it comes to innovation, capital markets firms tend to be risk-averse, says Kosta Peric, Director of Communications and Innotribe at SWIFT. But innovation nonetheless is...
     
 

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Alex Frino

University of Sydney, Capital Markets Co-operative Research Centre

28 June 2012

White Paper: Challenges for the Asia Pacific in Global Equities Markets

Professor Alex Frino, CEO of Capital Markets Co-operative Research Centre (CMCRC) and Professor of Finance at the University of Sydney Business School, has new research indicating that dark liquidity could damage market quality and increase trading costs in certain markets.

Professor Frino has designed a mathematical model (an econometric time-series model) that demonstrates the impacts on lit markets when trading moves into dark pools, showing how bid-ask spreads change relative to volume. Designed for the Australian market, it is also applicable to other small markets with fast trading technology, such as Canada and Singapore.


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