RT Journal Article
SR Electronic
T1 Hidden Treasures
JF Trading
FD Institutional Investor Journals
SP 79
OP 83
VO 2007
IS 2
A1 Michael Rosen
A1 Harvey. Westbrook, Jr
YR 2007
UL http://guides.pm-research.com/content/2007/2/79.abstract
AB Hidden Orders are a relatively new type of order that has not received the attention to which it is due. The authors used data for the month of April 2007 to analyze the effective execution rate of hidden orders. They also examined the occurrence of block trading during the trading day and analyze the usefulness of hidden orders versus simply Dark Pool participation to achieve maximum order completion rates.