How does the introduction of hidden orders affect limit order markets?
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Kou, Steven
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Chen, Yuanyuan and Kou, Steven, How Does the Introduction of Hidden Orders Affect Limit Order Markets? (December 7, 2022). Available at SSRN: https://ssrn.com/abstract=4296683 or http://dx.doi.org/10.2139/ssrn.4296683