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商品詳細
Informed Traders as Liquidity Providers : Evidence from the German Equity Market. 流動性供給者としての情報通のトレーダー －ドイツのエクイティ市場からの証明－
・ISBN 978-3-8350-0755-0 Brosch.
お気に入り
★★★
| 著者・編者 | Hachmeister, Alexandra, |
|---|---|
| シリーズ | ebs-Forschung, Schriftenreihe der European Business School, International University Schloß Reichartshausen |
| 出版社 | (Deutscher Univ.-Vlg., GW) |
| 出版年月 | 2007 |
| ページ数 | xvi, 179 S. |
| 言語 | ENG |
| ニュース番号 | ＜547-196＞ |
解説
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.