The Impact of Iceberg Orders in Limit Order Books

Author:

Frey Stefan,Sandås Patrik

Publisher

Elsevier BV

Reference32 articles.

1. The Use of Undisclosed Limit Orders on the Australian Stock Exchange;M J Aitken;Journal of Banking & Finance,2001

2. A Note on Sequential Auctions;D Bernhardt;American Economic Review,1993

3. Optimal Control of Execution Costs;D Bertsimas;Journal of Financial Markets,1998

4. Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets;H Bessembinder;Journal of Financial Economics,2009

5. An Empirical Anlaysis of the Limit Order Book and the Order Flow in the Paris Bourse;B Biais;Journal of Finance,1995

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