Hidden liquidity: Order exposure strategies around earnings announcements

Journal of Business Finance and Accounting

Volumn 35, Issue 9-10, 2008, Pages 1220-1244

  Chakrabarty, Bidisha ^a   Shaw, Kenneth W ^b  

^a Saint Louis University

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

Earnings announcements; Hidden orders; Limit orders; Liquidity

Indexed keywords

EID: 56649083327     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2008.02111.x     Document Type: Article

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