The impact of hidden liquidity in limit order books
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References listed on IDEAS
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- Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2011. "Dark Pool Trading Strategies," Working Papers 421, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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More about this item
KeywordsHidden Liquidity; Iceberg Orders; Hidden Orders; Reserve Orders; Limit Order Markets; Limit Order Books; Transparency;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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