Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis

In Measuring Liquidity and Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis.

Tommi Vuorenmaa is Head of Research and a founding member of Valo Research and Trading Ltd., an automated trading company based in Helsinki, Finland. At Valo, Vuorenmaa leads trading strategy development with heavy emphasis on research using his expertise in financial econometrics.