000 -LEADER |
fixed length control field |
02720nam a22003975i 4500 |
001 - CONTROL NUMBER |
control field |
978-3-8350-9577-9 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20161121231010.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
100301s2007 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783835095779 |
-- |
978-3-8350-9577-9 |
024 7# - OTHER STANDARD IDENTIFIER |
Standard number or code |
10.1007/978-3-8350-9577-9 |
Source of number or code |
doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG1-HG9999 |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
KFF |
Source |
bicssc |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
BUS027000 |
Source |
bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332 |
Edition number |
23 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Hachmeister, Alexandra. |
Relator term |
author. |
245 10 - TITLE STATEMENT |
Title |
Informed Traders as Liquidity Providers |
Medium |
[electronic resource] : |
Remainder of title |
Evidence from the German Equity Market / |
Statement of responsibility, etc. |
by Alexandra Hachmeister. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Wiesbaden : |
Name of producer, publisher, distributor, manufacturer |
DUV, |
Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XVI, 179 p. |
Other physical details |
online resource. |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
text file |
Encoding format |
PDF |
Source |
rda |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Institutional Set-up and Academic Framework -- Institutional Setting -- Liquidity -- Informed Trading -- Informed Trading and Liquidity -- Empirical Analyses -- Research Design -- Market Description: Liquidity and Informed Trading -- Trader Classification -- Liquidity Demand and Supply Behavior of Informed Traders -- Résumé. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
Most market places in today’s exchange industry operate on fully electronic trading systems. The predominant form of trading systems is the open limit order book pooling all buy and sell limit orders in one single order book. The attractiveness of an order book is determined by its liquidity. Consequently, liquidity is the competitive factor for an exchange. However, it is not the exchange that provides the liquidity but the limit orders standing in the order book. The question is: Who are these traders that provide liquidity on a voluntary basis? A high frequency transaction data set for the German equity market is the basis for Alexandra Hachmeister’s extensive empirical analysis. This includes a detailed market description of the German equity market, a new methodological approach for the identification of informed traders and finally the analysis of the individual liquidity providing and demanding behavior of the identified informed traders. Questioning the existing theoretical literature on liquidity provision in equity markets, she finds strong evidence for liquidity providing behavior of informed traders. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance, general. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Printed edition: |
International Standard Book Number |
9783835007550 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-8350-9577-9 |
912 ## - |
-- |
ZDB-2-SBE |