Informed Traders as Liquidity Providers Evidence from the German Equity Market /
Most market places in today’s exchange industry operate on fully electronic trading systems. The predominant form of trading systems is the open limit order book pooling all buy and sell limit orders in one single order book. The attractiveness of an order book is determined by its liquidity. Conseq...
| Κύριος συγγραφέας: | |
|---|---|
| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Wiesbaden :
DUV,
2007.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Institutional Set-up and Academic Framework
- Institutional Setting
- Liquidity
- Informed Trading
- Informed Trading and Liquidity
- Empirical Analyses
- Research Design
- Market Description: Liquidity and Informed Trading
- Trader Classification
- Liquidity Demand and Supply Behavior of Informed Traders
- Résumé.
