Cover image for Informed Traders as Liquidity Providers Evidence from the German Equity Market
Title:
Informed Traders as Liquidity Providers Evidence from the German Equity Market
Personal Author:
Publication Information:
Wiesbaden : Deutscher UniversitSts-Verlag 2007.
Physical Description:
179 p. : ill., digital ; 22 cm.
ISBN:
9783835095779

9783835007550
General Note:
Available in online version
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Summary

Summary

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.


Author Notes

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.