Author: Alexandra Hachmeister
Publisher: Springer Science & Business Media
ISBN: 3835095773
Category : Business & Economics
Languages : en
Pages : 188
Book Description
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.