The impact of hidden liquidity in limit order books
Year of publication: |
2008
|
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Authors: | Frey, Stefan ; Sandås, Patrik |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Wertpapierhandel | Marktliquidität | Börsenumsatz | Mikrostrukturanalyse | Theorie | Hidden Liquidity | Iceberg Orders | Hidden Orders | Reserve Orders | Limit Order Markets | Limit Order Books | Transparency |
Series: | CFS Working Paper ; 2008/48 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606199241 [GVK] hdl:10419/43194 [Handle] RePEc:zbw:cfswop:200848 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
The impact of hidden liquidity in limit order books
Frey, Stefan, (2008)
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The impact of iceberg orders in limit order books
Frey, Stefan, (2009)
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Hidden liquidity: Determinants and impact
Cebiroğlu, Gökhan, (2012)
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The impact of iceberg orders in limit order books
Frey, Stefan, (2009)
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The impact of hidden liquidity in limit order books
Frey, Stefan, (2008)
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The impact of iceberg orders in limit order books
Frey, Stefan, (2009)
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