Hide-and-Seek in the Market: Placing and Detecting Hidden Orders*

DOI10.1093/ROF/RFM0016zbMath1153.91776OpenAlexW2112101918MaRDI QIDQ5438494

Rudy de Winne, Catherine D'Hondt

Publication date: 23 January 2008

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/37d2b38f63a5d947ff88e9264b58d30659720b8e

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

Resiliency of the limit order book ⋮ The impact of reduced pre-trade transparency regimes on market quality ⋮ The dampening effect of iceberg orders on small traders' welfare, a real options perspective

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