Hidden liquidity: An analysis of order exposure strategies in electronic stock markets

Journal of Financial Economics

Volumn 94, Issue 3, 2009, Pages 361-383

  Bessembinder, Hendrik ^a   Panayides, Marios ^a   Venkataraman, Kumar ^b  

^a UNIVERSITY OF UTAH   (United States)

^b SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

Dark pools; Hidden liquidity; Iceberg orders; Limit order market; Trading strategies

Indexed keywords

EID: 70349973700     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2009.02.001     Document Type: Article

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