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Informed Traders as Liquidity Providers (Record no. 507047)

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
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Barcode Date last seen Price effective from Koha item type
        PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2016-11-21 EBK7334 2016-11-21 2016-11-21 E books

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