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"Every move you make, every step you take, I'll be watching you" - the quest for hidden orders in the interbank FX spot market
Bień-Barkowska, Katarzyna - In: Bank i kredyt 45 (2014) 3, pp. 197-223
Persistent link: https://www.econbiz.de/10010387919
Cover Image
“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market
Bień-Barkowska, Katarzyna - In: Bank i Kredyt 45 (2014) 3, pp. 197-224
In the paper we seek to investigate different liquidity or information-oriented factors that exert an impact on the submission of iceberg (i.e., partially hidden) orders in the Reuters Dealing Spot 3000 Matching System, the major interbank order-driven market for EUR/PLN spot trading. With this...
Persistent link: https://www.econbiz.de/10010929494