Revisiting the Stealth Trading Hypothesis: Does Time-Varying Liquidity Explain the Sitze-Effect?
- Author(s)
- Gökhan Cebiroglu, Nikolaus Hautsch, Christopher Walsh
- Organisation(s)
- Department of Statistics and Operations Research, Research Network Data Science
- External organisation(s)
- Technische Universität Dortmund, Credit Suisse (UK) Limited
- Publication date
- 2019
- Austrian Fields of Science 2012
- 502009 Corporate finance, 502025 Econometrics
- Portal url
- https://ucris.univie.ac.at/portal/en/publications/revisiting-the-stealth-trading-hypothesis-does-timevarying-liquidity-explain-the-sitzeeffect(7361b9b6-50e9-4035-914d-896b58cdc391).html