CFS Working Papers

 

CFS Working Paper No. 405 (2012/04)

 

Authors: Nikolaus Hautsch (CFS, Humboldt-Universität zu Berlin), Ruihong Huang (Humboldt-Universität zu Berlin)

 

February 2012

Keywords

  • Limit Order Market
  • Hidden Liquidity
  • High-Frequency Trading
  • Non-Display Order
  • Iceberg Orders

Classification

G14, C24, C25, G17

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