Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123259314> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W3123259314 abstract "Electronic book trading has evolved as best-of-breed for trading small and mid sized orders. Yet, this mechanism does not properly address the needs of large sized orders which tend to execute off book in over-the-counter markets. Order book trading provides for public price discovery but not for quantity discovery. Off book executions generally fragments the flow which again adversely impacts price discovery. We propose a market model innovation to close this gap: Discovery introduces the new type order to integrate large sized orders into the book. Volume builds on the concept of iceberg that is enhanced by two parameters hidden limit and minimum to continuously search book depth for matching quantity. For large orders, volume discovery leverages already existent liquidity to benefit block trading by increased execution likelihood and reduced opportunity costs. For all orders, volume discovery promotes the integration of OTC markets and book trading in to improve liquidity while protecting price/time priority." @default.
- W3123259314 created "2021-02-01" @default.
- W3123259314 creator A5033674512 @default.
- W3123259314 creator A5048368277 @default.
- W3123259314 creator A5053837249 @default.
- W3123259314 date "2008-06-12" @default.
- W3123259314 modified "2023-09-26" @default.
- W3123259314 title "Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market" @default.
- W3123259314 hasPublicationYear "2008" @default.
- W3123259314 type Work @default.
- W3123259314 sameAs 3123259314 @default.
- W3123259314 citedByCount "0" @default.
- W3123259314 crossrefType "posted-content" @default.
- W3123259314 hasAuthorship W3123259314A5033674512 @default.
- W3123259314 hasAuthorship W3123259314A5048368277 @default.
- W3123259314 hasAuthorship W3123259314A5053837249 @default.
- W3123259314 hasConcept C10138342 @default.
- W3123259314 hasConcept C106159729 @default.
- W3123259314 hasConcept C106306483 @default.
- W3123259314 hasConcept C11906137 @default.
- W3123259314 hasConcept C121332964 @default.
- W3123259314 hasConcept C144133560 @default.
- W3123259314 hasConcept C151730666 @default.
- W3123259314 hasConcept C162324750 @default.
- W3123259314 hasConcept C182306322 @default.
- W3123259314 hasConcept C183582576 @default.
- W3123259314 hasConcept C18991353 @default.
- W3123259314 hasConcept C20556612 @default.
- W3123259314 hasConcept C24683644 @default.
- W3123259314 hasConcept C2522767166 @default.
- W3123259314 hasConcept C2776689027 @default.
- W3123259314 hasConcept C2779309563 @default.
- W3123259314 hasConcept C2780299701 @default.
- W3123259314 hasConcept C2780762169 @default.
- W3123259314 hasConcept C39658296 @default.
- W3123259314 hasConcept C41008148 @default.
- W3123259314 hasConcept C51926234 @default.
- W3123259314 hasConcept C556758197 @default.
- W3123259314 hasConcept C62520636 @default.
- W3123259314 hasConcept C78508483 @default.
- W3123259314 hasConcept C86803240 @default.
- W3123259314 hasConceptScore W3123259314C10138342 @default.
- W3123259314 hasConceptScore W3123259314C106159729 @default.
- W3123259314 hasConceptScore W3123259314C106306483 @default.
- W3123259314 hasConceptScore W3123259314C11906137 @default.
- W3123259314 hasConceptScore W3123259314C121332964 @default.
- W3123259314 hasConceptScore W3123259314C144133560 @default.
- W3123259314 hasConceptScore W3123259314C151730666 @default.
- W3123259314 hasConceptScore W3123259314C162324750 @default.
- W3123259314 hasConceptScore W3123259314C182306322 @default.
- W3123259314 hasConceptScore W3123259314C183582576 @default.
- W3123259314 hasConceptScore W3123259314C18991353 @default.
- W3123259314 hasConceptScore W3123259314C20556612 @default.
- W3123259314 hasConceptScore W3123259314C24683644 @default.
- W3123259314 hasConceptScore W3123259314C2522767166 @default.
- W3123259314 hasConceptScore W3123259314C2776689027 @default.
- W3123259314 hasConceptScore W3123259314C2779309563 @default.
- W3123259314 hasConceptScore W3123259314C2780299701 @default.
- W3123259314 hasConceptScore W3123259314C2780762169 @default.
- W3123259314 hasConceptScore W3123259314C39658296 @default.
- W3123259314 hasConceptScore W3123259314C41008148 @default.
- W3123259314 hasConceptScore W3123259314C51926234 @default.
- W3123259314 hasConceptScore W3123259314C556758197 @default.
- W3123259314 hasConceptScore W3123259314C62520636 @default.
- W3123259314 hasConceptScore W3123259314C78508483 @default.
- W3123259314 hasConceptScore W3123259314C86803240 @default.
- W3123259314 hasLocation W31232593141 @default.
- W3123259314 hasOpenAccess W3123259314 @default.
- W3123259314 hasPrimaryLocation W31232593141 @default.
- W3123259314 hasRelatedWork W134884677 @default.
- W3123259314 hasRelatedWork W1484448634 @default.
- W3123259314 hasRelatedWork W1541589391 @default.
- W3123259314 hasRelatedWork W1556318236 @default.
- W3123259314 hasRelatedWork W1862580024 @default.
- W3123259314 hasRelatedWork W1968431960 @default.
- W3123259314 hasRelatedWork W2048159196 @default.
- W3123259314 hasRelatedWork W2171217792 @default.
- W3123259314 hasRelatedWork W2206110247 @default.
- W3123259314 hasRelatedWork W2478646010 @default.
- W3123259314 hasRelatedWork W2571923719 @default.
- W3123259314 hasRelatedWork W2612925095 @default.
- W3123259314 hasRelatedWork W2761120605 @default.
- W3123259314 hasRelatedWork W3122155966 @default.
- W3123259314 hasRelatedWork W3123095408 @default.
- W3123259314 hasRelatedWork W3123235979 @default.
- W3123259314 hasRelatedWork W3124010140 @default.
- W3123259314 hasRelatedWork W3187128132 @default.
- W3123259314 hasRelatedWork W7413466 @default.
- W3123259314 hasRelatedWork W890370231 @default.
- W3123259314 isParatext "false" @default.
- W3123259314 isRetracted "false" @default.
- W3123259314 magId "3123259314" @default.
- W3123259314 workType "article" @default.