Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Gökhan Cebiroğlu; Nikolaus Hautsch; Ulrich Horst
| Year of publication: |
2019
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|---|---|
| Authors: | Cebiroglu, Gökhan ; Hautsch, Nikolaus ; Horst, Ulrich |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 5.2019, 1/4, p. 1-52
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| Subject: | Hidden liquidity | trade synchronization | trading frictions | counterpartyattraction | limit order book | Wertpapierhandel | Securities trading | Theorie | Theory | Liquidität | Liquidity | Marktliquidität | Market liquidity | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/s2382626620500021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819933