Liquidity Provision in the Limit Order Book - Adverse Selection, Iceberg Orders and the Opening Auction
Year of publication: |
2007
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Authors: | Frey, Stefan |
Publisher: |
Universität Tübingen / 04 Wirtschaftswissenschaftliche Fakultät. 04 Abteilung Statistik, Ökonometrie und Empirische Wirtschaftsforschung |
Subject: | Deutsche Börse | Orderbuch | Adverse Selektion | Liquidität | Auktion | Xetra-Handelssystem | Börsenhandel | Limit Order Markets | Liquidity Supply | Adverse Selection | Hidden Liquidity | Iceberg Orders | Transparency | Auction |
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