Source Themes

Decentralised Finance (DeFi): A functional approach

The visible hand: benchmarks, regulation, and liquidity

Quantifying the high frequency trading 'arms race'

City goes dark: Dark trading and adverse selection in aggregate markets

Fixed Income ETFs: secondary market participation and resilience during times of stress

Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress

The effects of regulating benchmarks

Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data

The Money’s Worth of annuities in the UK between 2006 and 2014

Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market