Showing 11 - 20 of 172
Persistent link: https://www.econbiz.de/10001495399
Persistent link: https://www.econbiz.de/10000752858
Persistent link: https://www.econbiz.de/10000754950
Persistent link: https://www.econbiz.de/10000757953
Persistent link: https://www.econbiz.de/10003305061
Persistent link: https://www.econbiz.de/10002635899
Persistent link: https://www.econbiz.de/10001344432
Persistent link: https://www.econbiz.de/10001797744
Persistent link: https://www.econbiz.de/10000892981
This paper provides evidence that informed traders dominate the response of limit-order submissions to shocks in a pure limit-order market. In the market we study, informed traders are highly sensitive to spreads, volatility, momentum and depth. By contrast, uninformed traders are relatively...
Persistent link: https://www.econbiz.de/10003969203