The dampening effect of iceberg orders on small traders' welfare, a real options perspective

DOI10.1007/S10436-017-0304-1zbMath1411.91604OpenAlexW2743649695WikidataQ59612834 ScholiaQ59612834MaRDI QIDQ1682603

Polina Kovaleva, Laura Delaney

Publication date: 30 November 2017

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-017-0304-1

zbMATH Keywords

welfareoptimal timinglimit order bookiceberg orders

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)

Related Items (1)

Symmetric equilibrium strategies in game theoretic real option models with incomplete information

Cites Work

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• Technological advances and the decision to invest
• Real options with unknown-date events
• The effect of information streams on capital budgeting decisions
• The impact of voluntary disclosure on a firm's investment policy
• The effects of information on strategic investment and welfare
• Hide-and-Seek in the Market: Placing and Detecting Hidden Orders*

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