Hidden liquidity: Determinants and impact
Year of publication: |
2012
|
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Authors: | Cebiroğlu, Gökhan ; Horst, Ulrich |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Wertpapierhandel | Marktliquidität | Börsenumsatz | Börsenkurs | Theorie | Schätzung | USA | hidden liquidity | pretrade transparency | iceberg orders | informed trading | market impact | market quality | liquidity externalities | upstairs markets | trade negotiation |
Series: | SFB 649 Discussion Paper ; 2012-023 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 688143180 [GVK] hdl:10419/56686 [Handle] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
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Hidden Liquidity: Determinants and Impact
Cebiroglu, Gökhan, (2012)
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Hidden liquidity : determinants and impact
Cebiroglu, Gökhan, (2012)
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The impact of iceberg orders in limit order books
Frey, Stefan, (2009)
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Optimal display of Iceberg orders
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Conditional Analysis and a Principal-Agent problem
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Convergence of locally and globally interacting Markov chains
Föllmer, Hans, (2001)
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