Patti Vegella

Securities and Exchange Commission

100 F Street, NE

Washington, DC 20549

United States

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Scholarly Papers (1)

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The Effect of Hidden Liquidity: Evidence from an Exogenous Shock

Number of pages: 60 Posted: 11 Feb 2021 Last Revised: 24 Apr 2021
Securities and Exchange Commission (SEC), Securities and Exchange Commission, Securities and Exchange Commission (SEC), Securities and Exchange Commission and Rochester Institute of Technology (RIT) - Saunders College of Business
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Citation 2

Abstract:

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Hidden Liquidity, Off-Exchange Routing Pre-Trade Transparency, Price Efficiency, Price Discovery, Information Shares, Execution Risk, Execution Cost, Tick Size