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Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers · Study

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ArticleHidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

Alex Boulatov2011

OA

Articlegreen2011

Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

Alex Boulatov · Thomas J. George

119 citations·0/0 files stored·Review of Financial Studies

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Financial Markets and Investment Strategies Corporate Finance and Governance Stochastic processes and financial applications

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1987Price, trade size, and information in securities markets 2011Does Algorithmic Trading Improve Liquidity?1994Is the Electronic Open Limit Order Book Inevitable?1989Informed Speculation with Imperfect Competition 2011Low-Latency Trading 1989Insider Trading, Liquidity, and the Role of the Monopolist Specialist

Cited by

2011The Impact of Dark Trading and Visible Fragmentation on Market Quality 2017Informed trading and price discovery before corporate events 2015Hidden Liquidity: Some New Light on Dark Trading 2017The microstructure of a U.S. Treasury ECN: The BrokerTec platform 2020Nothing but noise? Price discovery across cryptocurrency exchanges 2021Dark Pool Trading and Information Acquisition

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Year2011

Typearticle

Published2011-01-01

VenueReview of Financial Studies

ISSN-L0893-9454

Languageen

Citations119

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1093/rfs/hhs123

openalex_workW3124100807

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2009

The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform

2016The impact of fragmentation, exchange fees and liquidity provision on market quality