The impact of iceberg orders in limit order books
Year of publication: |
2009
|
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Authors: | Frey, Stefan ; Sandås, Patrik |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Wertpapierhandel | Marktliquidität | Börsenumsatz | Mikrostrukturanalyse | Theorie | Hidden Liquidity | Iceberg Orders | Limit Order Markets | Transparency |
Series: | CFR working paper ; 09-06 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 605038759 [GVK] hdl:10419/41392 [Handle] RePEc:zbw:cfrwps:0906 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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The impact of hidden liquidity in limit order books
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The impact of iceberg orders in limit order books
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