Informed Traders as Liquidity Providers

Informed Traders as Liquidity Providers
Author :
Publisher : Springer Science & Business Media
Total Pages : 188
Release :
ISBN-10 : 9783835095779
ISBN-13 : 3835095773
Rating : 4/5 (79 Downloads)

Book Synopsis Informed Traders as Liquidity Providers by : Alexandra Hachmeister

Download or read book Informed Traders as Liquidity Providers written by Alexandra Hachmeister and published by Springer Science & Business Media. This book was released on 2007-11-03 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexandra Hachmeister’s thesis empirically analyzes and positively answers the question whether informed traders provide liquidity in an open limit order book. The analyses include a detailed market description of the German equity market, a new methodological approach for the identification of informed traders as well as the analysis of the individual liquidity providing and demanding behavior of the identified informed traders.


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