SSRNTrading, Microstructure & Execution
Hidden Liquidity in Equity Exchanges
The study investigates hidden liquidity in U.S. equity exchanges and introduces an AI-based algorithm that predicts the likely locations of price-improving nondisplayed orders.
Featured in No. 70 on 17 Oct 2024 · 2 days after release
- Released
- 15 Oct 2024
- First featured
- No. 70 · 17 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4988855
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).