Informed traders as liquidity providers : evidence from the German equity market
著者
書誌事項
Informed traders as liquidity providers : evidence from the German equity market
（DUV Wirtschaftswissenschaft）（Schriftenreihe der European Business School, Bd. 66）
Deutscher Universitäts-Verlag, 2007
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注記
Thesis--European Business School, Oestrich-Winkel, 2007
内容説明・目次
内容説明
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.
目次
Liquidity (definition and measurement)
Informed trading (definition and identification of informed traders)
Open limit order book
Empirical analysis (high frequency transaction data)
Liquidity provision by informed traders
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