Informed Traders as Liquidity Providers - Alexandra Hachmeister - ebook

Informed Traders as Liquidity Providers ebook

Alexandra Hachmeister

339,93 zł


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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