Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
- 13 August 2009
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 94 (3) , 361-383
- https://doi.org/10.1016/j.jfineco.2009.02.001
Abstract
No abstract availableKeywords
This publication has 26 references indexed in Scilit:
- Affirmative obligations and market making with inventoryJournal of Financial Economics, 2007
- Does Anonymity Matter in Electronic Limit Order Markets?The Review of Financial Studies, 2007
- Hide-and-Seek in the Market: Placing and Detecting Hidden Orders*European Finance Review, 2007
- Secondary Trading Costs in the Municipal Bond MarketThe Journal of Finance, 2006
- Hidden Limit Orders and Liquidity in Limit Order MarketsSSRN Electronic Journal, 2005
- Limit Orders and Volatility in a Hybrid Market: The Island ECNSSRN Electronic Journal, 2002
- Price, trade size, and information in securities marketsPublished by Elsevier ,2002
- The costs and determinants of order aggressivenessJournal of Financial Economics, 2000
- Price Dynamics in Limit Order MarketsThe Review of Financial Studies, 1998
- The implementation shortfallThe Journal of Portfolio Management, 1988