Does anonymity matter in electronic limit order markets?
Year of publication: |
2005
|
---|---|
Authors: | Foucault, Thierry ; Moinas, Sophie ; Theissen, Erik |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Market Microstructure | Limit Order Trading | Anonymity | Transparency | Liquidity | Volatility Forecasts |
Series: | CFR Working Paper ; 05-15 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 699925355 [GVK] hdl:10419/57710 [Handle] RePEc:zbw:cfrwps:0515 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
-
Does anonymity matter in electronic limit order markets?
Foucault, Thierry, (2004)
-
Does Anonymity Matter in Electronic Limit Order Markets?
Foucault, Thierry, (2004)
-
Does Anonymity Matter in Electronic Limit Order Markets?
Foucault, Thierry, (2004)
- More ...
-
Does Anonymity Matter in Electronic Limit Order Markets?
Foucault, Thierry, (2003)
-
Does Anonymity Matter in Electronic Limit Order Markets?
Foucault, Thierry, (2004)
-
Does Anonymity Matter in Electronic Limit Order Markets?
Foucault, Thierry, (2007)
- More ...