Hidden liquidity, market quality, and order submission strategies

Albert J. Lee, Kee H. Chung

Year of publication:	2022
Authors:	Lee, Albert J. ; Chung, Kee H.
Published in:	Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 61.2022, p. 1-16
Subject:	Hidden liquidity \| Tick size pilot program \| Undisclosed orders \| Dark pools \| Order aggressiveness \| Algorithmic trading \| Pricing efficiency \| Wertpapierhandel \| Securities trading \| Marktliquidität \| Market liquidity \| Börsenkurs \| Share price \| Elektronisches Handelssystem \| Electronic trading \| Transaktionskosten \| Transaction costs \| Börsenhandel \| Stock exchange trading \| Finanzmarktregulierung \| Financial market regulation \| Liquidität \| Liquidity \| Geld-Brief-Spanne \| Bid-ask spread \| Handelsvolumen der Börse \| Trading volume \| Anlageverhalten \| Behavioural finance \| Effizienzmarkthypothese \| Efficient market hypothesis

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1016/j.finmar.2022.100739 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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