Re-Exploring the Bond and Equity ETF Hidden Liquidity Puzzle: An Intraday Analysis
Author:
Publisher
Elsevier BV
Reference13 articles.
1. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets;H Bessembinder;Journal of Financial Economics,2009
2. Hidden and displayed liquidity in securities markets with informed liquidity providers;A Boulatov;Review of Financial Studies,2013
3. Undisclosed orders and optimal submission strategies in a limit order market;S Buti;Journal of Financial Economics,2013
4. Order exposure in high frequency markets;B Chakrabarty;SSRN Electronic Journal,2017
5. Liquidity, information, and infrequently traded stocks;D Easley;The Journal of Finance,1996
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