Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

A-Tier
Journal: The Review of Financial Studies
Year: 2013
Volume: 26
Issue: 8
Pages: 2096-2137

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine the impact on the quality of a securities market of hiding versus displaying orders that provide liquidity. Display expropriates informational rents from informed agents who trade as liquidity providers. The informed then exit liquidity provision in favor of demanding liquidity where they trade less aggressively. Trading costs to uninformed liquidity demanders are higher, bid-ask spreads are wider, and midquotes are less informationally efficient when orders that provide liquidity are displayed. Our analysis suggests that market innovations, which might seem to favor the informed over the uninformed, can enhance market quality by intensifying competition among the informed. The Author 2013. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: [email protected]., Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:26:y:2013:i:8:p:2096-2137
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24