Back to Results
First PageMeta Content
Economics / Finance / Order / Bid–offer spread / Market depth / Market liquidity / Iceberg / Dark liquidity / Stock market / Financial markets / Financial economics


The Impact of Hidden Liquidity in Limit Order Books ∗ Stefan Frey† Patrik Sand˚ as‡
Add to Reading List

Document Date: 2012-10-04 09:14:34

Open Document

File Size: 266,98 KB

Share Result on Facebook

Company

Fleming / Iask and I / German Stock Exchange / Frankfurt Stock Exchange / /

/

Event

Company Listing Change / Natural Disaster / /

Facility

University of Virginia / /

IndustryTerm

large trader / iceberg detection algorithm / detection algorithm / /

Organization

Center for Economic Policy Research / University of Virginia / Center for Financial Studies / University of T¨ / Society for Financial Econometrics / McIntire School of Commerce / Industrial Organization of Securities Markets / Center for Financial Research / /

Person

Madhavan / Rick Harris / Mike Pagano / Uwe Schweickert / Uday Rajan / Mark Van Achter / Gideon Saar / Stefan Frey† Patrik Sand / Burton Hollifield / /

Position

large trader / trader / Porter / /

Product

Xetra / Xetra platform / /

ProvinceOrState

Virginia / /

Technology

iceberg detection algorithm / price Our algorithm / detection algorithm / /

SocialTag