Optimal order display in limit order markets with liquidity competition
Gökhan Cebiroğlu, Ulrich Horst
| Year of publication: |
September 2015
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|---|---|
| Authors: | Cebiroglu, Gökhan ; Horst, Ulrich |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 58.2015, p. 81-100
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| Subject: | Hidden liquidity | Liquidity competition | Limit order book | Market impact | Order flow dynamics | High-frequency trading | Wertpapierhandel | Securities trading | Theorie | Theory | Liquidität | Liquidity | Marktliquidität | Market liquidity | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574644