In this paper we empirically analyze whether the degree of trader anonymity is related to the probability of information-based trading.
In this paper we empirically analyze whether the degree of trader anonymity is related to the prob- ability of information-based trading.
By Joachim Grammig, D. Schiereck and Erik Theissen; Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets.
Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets. Author & abstract; Download & other version; 27 References; 33 Citations ...
In this paper we empirically analyze whether the degree of trader anonymity is related to the probability of information-based trading.
Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets. Year of publication: 2001. Authors: Grammig, Joachim ; Schiereck, ...
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We study the effects of a change from a pre-trade transparent limit order book to an anonymous electronic limit order book. We use the Probability of ...
Knowing me, knowing you : trader anonymity and informed trading in parallel markets · Market transparency : who wins and who loses? Bloomfield, Robert, (1999).
Knowing me, knowing you: Trader anonymity and informed trading in parallel markets. Journal of Financial Markets 4, 385-412. has been cited by the following ...
Knowing me, knowing you:: Trader anonymity and informed trading in parallel markets. J Grammig, D Schiereck, E Theissen. Journal of Financial Markets 4 (4), 385 ...