Informed Traders as Liquidity Providers: Evidence from the German Equity Market (ebs-Forschung, Schriftenreihe der EUROPEAN BUSINESS SCHOOL Schloß Reichartshausen)

0 avg rating
( 0 ratings by Goodreads )
 
9783835007550: Informed Traders as Liquidity Providers: Evidence from the German Equity Market (ebs-Forschung, Schriftenreihe der EUROPEAN BUSINESS SCHOOL Schloß Reichartshausen)
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

From the Back Cover:

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.

About the Author:

Dr. Alexandra Hachmeister promovierte bei Prof. Dr. Dirk Schiereck am Stiftungslehrstuhl Bank- und Finanzmanagement der European Business School, Oestrich-Winkel. Sie ist derzeit als Mitarbeiterin der Deutsche Börse AG tätig.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 109.00
US$ 88.89

Convert currency

Shipping: US$ 4.92
From United Kingdom to U.S.A.

Destination, rates & speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Hachmeister, Alexandra
Published by Springer (2016)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783835007550_lsuk

More information about this seller | Contact this seller

Buy New
US$ 88.89
Convert currency

Add to Basket

Shipping: US$ 4.92
From United Kingdom to U.S.A.
Destination, rates & speeds

2.

Alexandra Hachmeister
Published by Deutscher Universit?tsverlag (2007)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Quantity Available: > 20
Print on Demand
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Deutscher Universit?tsverlag, 2007. PAP. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9783835007550

More information about this seller | Contact this seller

Buy New
US$ 101.69
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

3.

Alexandra Hachmeister
Published by Deutscher Universitats-Verlag (2007)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Deutscher Universitats-Verlag, 2007. PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # LQ-9783835007550

More information about this seller | Contact this seller

Buy New
US$ 104.34
Convert currency

Add to Basket

Shipping: US$ 11.45
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

Alexandra Hachmeister
Published by Springer (2007)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Softcover Quantity Available: 15
Print on Demand
Seller:
Rating
[?]

Book Description Springer, 2007. Condition: New. This item is printed on demand for shipment within 3 working days. Seller Inventory # LP9783835007550

More information about this seller | Contact this seller

Buy New
US$ 119.37
Convert currency

Add to Basket

Shipping: US$ 4.32
From Germany to U.S.A.
Destination, rates & speeds

5.

Alexandra Hachmeister
Published by Deutscher Universitätsverlag
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Paperback Quantity Available: > 20
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description Deutscher Universitätsverlag. Paperback. Condition: New. 179 pages. Dimensions: 8.8in. x 6.1in. x 0.5in.Alexandra Hachmeisters 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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Seller Inventory # 9783835007550

More information about this seller | Contact this seller

Buy New
US$ 131.96
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

6.

Alexandra Hachmeister
Published by Deutscher Universitats-Verlag, Germany (2007)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Paperback Quantity Available: 10
Seller:
The Book Depository EURO
(London, United Kingdom)
Rating
[?]

Book Description Deutscher Universitats-Verlag, Germany, 2007. Paperback. Condition: New. 2007 ed.. Language: English. Brand new Book. 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. Seller Inventory # AAV9783835007550

More information about this seller | Contact this seller

Buy New
US$ 148.05
Convert currency

Add to Basket

Shipping: US$ 3.82
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

Hachmeister, Alexandra; Hachmeister, Alexandra
Published by Deutscher Universitätsverlag (2007)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Paperback Quantity Available: 2
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Deutscher Universitätsverlag, 2007. Paperback. Condition: Brand New. 195 pages. In Stock. Seller Inventory # x-3835007556

More information about this seller | Contact this seller

Buy New
US$ 144.57
Convert currency

Add to Basket

Shipping: US$ 9.54
From United Kingdom to U.S.A.
Destination, rates & speeds

8.

Alexandra Hachmeister
Published by Deutscher Universitätsverlag (2007)
ISBN 10: 3835007556 ISBN 13: 9783835007550
New Softcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Deutscher Universitätsverlag, 2007. Condition: New. book. Seller Inventory # M3835007556

More information about this seller | Contact this seller

Buy New
US$ 153.86
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds