Hidden Liquidity in a Pure Order-Driven Market
(2007) Finance Letters — Vol. 5 (2007)
Files
No attached file found for this publication.
Details
- Authors
- Abstract
- (en) This article focuses on hidden orders and shows how they contribute to liquidity. Based on a rebuilt order book from Euronext data, the part of liquidity which is not disclosed to market participants is described and its determinants are analyzed.
- Affiliations
Louvain School of Management Accounting & Finance
Citations
De Winne, R., & D’Hondt, C. (2007). Hidden Liquidity in a Pure Order-Driven Market. Finance Letters, 5. https://hdl.handle.net/2078.5/274414 (Original work published 2007)