Informed Traders as Liquidity Providers
Author | : Alexandra Hachmeister |
Publisher | : Springer Science & Business Media |
Total Pages | : 188 |
Release | : 2007-11-03 |
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.