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Predatory Trading
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Showing
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10
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date (oldest first)
1
Predatory trading
Brunnermeier, Markus Konrad
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002233641
Saved in:
2
Predatory trading
Brunnermeier, Markus Konrad
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002399234
Saved in:
3
Predatory trading
Brunnermeier, Markus Konrad
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
60
(
2005
)
4
,
pp. 1825-1864
Persistent link: https://www.econbiz.de/10003080437
Saved in:
4
Predatory trading
Brunnermeier, Markus Konrad
;
Pedersen, Lasse H.
-
2003
Persistent link: https://www.econbiz.de/10001770539
Saved in:
5
Predatory Trading
Pedersen, Lasse Heje
-
2004
overshooting and a reduced liquidation value for the distressed trader. Hence, the market is illiquid when
liquidity
is most needed …
Persistent link: https://www.econbiz.de/10012785459
Saved in:
6
Liquidity
in high resolution in limit order markets
Pani, Sudhanshu
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10012510329
Saved in:
7
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
8
Intraday
liquidity
patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
9
Order exposure and
liquidity
coordination : does hidden
liquidity
harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
-
2014
We develop a model of an order-driven exchange competing for order flow with off-exchange trading mechanisms.
Liquidity
… additional trade demand. We show, in equilibrium, hiding trade intentions can induce mis-coordination between
liquidity
supply … in prices and order flow after periods of high excess-supply of hidden
liquidity
. …
Persistent link: https://www.econbiz.de/10010411280
Saved in:
10
Daily Herding and Commonality in
Liquidity
on a Pure Limit Order Book Market
Edgar, Matthew
-
2011
important aspect of the market microstructure –
liquidity
. Potentially, herding could simultaneously affect the
liquidity
of … 'commonality in
liquidity
' – a term which expresses the idea that the
liquidity
of individual stocks may have common determinants …. We find strong evidence of commonality in
liquidity
in what is the first study of this phenomenon since the ASX adopted …
Persistent link: https://www.econbiz.de/10013121143
Saved in:
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