The navigation of an iceberg: The optimal use of hidden orders

Finance Research Letters

Volumn 4, Issue 2, 2007, Pages 68-81

  Esser, Angelika ^a,b   Mönch, Burkart ^a,b  

^a Sal Oppenheim jr and Cie   (Germany)

^b GOETHE UNIVERSITY   (Germany)

Author keywords

Hidden order; Iceberg order; Limit order; Liquidity; Optimal liquidation; Order book imbalance

Indexed keywords

EID: 34248509062     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2006.12.003     Document Type: Article

References (8)

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8. Ranaldo A. Order aggressiveness in limit order markets. Journal of Financial Markets 7 (2004) 53-74