Limit Order Markets under Asymmetric Information-Reference-Cited by-同舟云学术

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Limit Order Markets under Asymmetric Information

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bhattacharya Ayan,Saar Gideon

Publisher

Elsevier BV

Reference37 articles.

1. Working Orders in Limit Order Markets and Floor Exchanges;K Back;Journal of Finance,2007

2. Informed Trading and Price Discovery before Corporate Events;S Baruch;Journal of Financial Economics,2017

3. Rationalizable Strategic Behavior;B D Bernheim;Econometrica,1984

4. Informed Liquidity Provision in a Limit Order Market;M Brolley;Forthcoming in the Journal of Financial Markets,2020

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Who can see the iceberg's peak? How icebergs are used by information and liquidity traders;Journal of Financial Research;2024-06-04

2. Resiliency in the E‐mini futures market;Journal of Futures Markets;2021-08-20

3. The Conduits of Price Discovery: A Machine Learning Approach;SSRN Electronic Journal;2020

4. The Anatomy of Trading Algorithms;SSRN Electronic Journal;2019

5. Information and Optimal Trading Strategies with Dark Pools;SSRN Electronic Journal;2017

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