By Dr Peter William O'Neill

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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