On the dark side of the market: Identifying and analyzing hidden order placements
Year of publication: |
2012
|
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Authors: | Hautsch, Nikolaus ; Huang, Ruihong |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Wertpapierhandel | Marktliquidität | Börsenumsatz | Mikrostrukturanalyse | Aktienmarkt | USA | Limit Order Market | Hidden Liquidity | High-Frequency Trading | Non-Display Order | Iceberg Orders |
Series: | CFS Working Paper ; 2012/04 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 687983630 [GVK] hdl:10419/57374 [Handle] RePEc:zbw:cfswop:201204 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C24 - Truncated and Censored Models ; C25 - Discrete Regression and Qualitative Choice Models ; G17 - Financial Forecasting |
Source: |
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On the dark side of the market: Identifying and analyzing hidden order placements
Hautsch, Nikolaus, (2012)
-
On the dark side of the market: Identifying and analyzing hidden order placements
Hautsch, Nikolaus, (2012)
-
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
Hautsch, Nikolaus, (2012)
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The market impact of a limit order
Hautsch, Nikolaus, (2009)
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The market impact of a limit order
Hautsch, Nikolaus, (2009)
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Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data
Hautsch, Nikolaus, (2011)
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