Hidden Liquidity: Determinants and Impact
Year of publication: |
2012-03
|
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Authors: | Cebiroglu, Gökhan ; Horst, Ulrich |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Hidden Liquidity | Pretrade Transparency | Iceberg Orders | Informed Trading | Market Impact | Market Quality | Liquidity Externalities | Upstairs Markets | Trade Negotiation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2012-023 39 pages |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
-
Hidden liquidity: Determinants and impact
Cebiroğlu, Gökhan, (2012)
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Hidden liquidity : determinants and impact
Cebiroglu, Gökhan, (2012)
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Is Portfolio Theory Harming Your Portfolio?
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