By Dr Peter William O'Neill

Journal articles

Aquilina M; Foley S; O'Neill P; Ruf T, 2024, 'Sharks in the dark: Quantifying HFT dark pool latency arbitrage', Journal of Economic Dynamics and Control, 158, http://dx.doi.org/10.1016/j.jedc.2023.104786

Neumeier C; Gozluklu A; Hoffmann P; O'Neill P; Suntheim F, 2023, 'Banning dark pools: Venue selection and investor trading costs', Journal of Financial Markets, 65, http://dx.doi.org/10.1016/j.finmar.2023.100831

Aquilina M; Budish E; O'neill P, 2022, 'Quantifying the High-Frequency Trading "Arms Race"', Quarterly Journal of Economics, 137, pp. 493 - 564, http://dx.doi.org/10.1093/qje/qjab032

Aspris A; Foley S; O'Neill P, 2020, 'Benchmarks in the spotlight: The impact on exchange traded markets', Journal of Futures Markets, 40, pp. 1691 - 1710, http://dx.doi.org/10.1002/fut.22120

Reports

Ruf T; Aquilina M; Foley S; O'Neill P, 2016, Asymmetries in Dark Pool Reference Prices, Financial Conduct Authority, London, https://ssrn.com/abstract=2848120

Evans MDD; O'Neill P; Rime D; Saakvitne J, Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark, Elsevier BV, http://dx.doi.org/10.2139/ssrn.3270844, http://dx.doi.org/10.2139/ssrn.3270844

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