Informed Traders as Liquidity Providers

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.

Publication Year: 2007
Imprint: Deutscher Universitätsverlag
Format: P
Weight (Gram): 333