The dampening effect of iceberg orders on small traders’ welfare
Author:
Funder
City, University of London
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/article/10.1007/s10436-017-0304-1/fulltext.html
Reference19 articles.
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2. Anand, A., Weaver, D.: Can order exposure be mandated? J Financ Markets 7(4), 405–426 (2004)
3. Bessembinder, H., Panayides, M., Venkatamaran, K.: Hidden liquidity: an analysis of order exposure strategies in electronic stock markets. J Financ Econ 94(3), 361–383 (2009)
4. Boulatov, A., George, T.: Hidden and displayed liquidity in securities markets with informed liquidity providers. Rev Financ Stud 26(8), 2095–2137 (2013)
5. Buti, S., Rindi, B.: Undisclosed orders and optimal submission strategies in a limit order market. J Financ Econ 109(3), 797–812 (2013)
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