An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Year of publication: |
2013
|
---|---|
Authors: | Phuong Pham, Thu ; Joakim Westerholm, P. |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 27.2013, C, p. 202-223
|
Publisher: |
Elsevier |
Subject: | Market quality | Limit order book | Transparency |
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