The dampening effect of iceberg orders on small traders’ welfare
Work
Year: 2017
Type: article
Abstract: Iceberg orders, which allow traders to hide a portion of their order size, have become prevalent in many electronic limit order markets. This paper investigates, via a real options analysis, whether s... more
Source: Annals of Finance
Authors Laura Delaney, Polina Kovaleva
Institution City, University of London
Cites: 19
Cited by: 2
Related to: 10
FWCI: 0.232
Citation percentile (by year/subfield): 59.42
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,890
Funder City, University of London