Similar Search Results

Liquidité, coût du capital et organisation de la négociation des valeurs mobilières

Foucault, Thierry - In: Revue d'économie financière : revue trimestrielle de … 82 (2006), pp. 123-138

Persistent link: https://www.econbiz.de/10003280409

Price formation and equilibrium liquidity in fragemented and centralized markets

Biais, Bruno - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 157-185

Persistent link: https://www.econbiz.de/10001141546

Limit order book as a market for liquidity

Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - In: The review of financial studies 18 (2005) 4, pp. 1171-1217

Persistent link: https://www.econbiz.de/10003352776

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - In: The review of financial studies 20 (2007) 5, pp. 1707-1747

Persistent link: https://www.econbiz.de/10003621228

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2005 - This Draft: May, 2005

As of April 23, 2001, the limit order book for stocks listed on Euronext Paris became anonymous. We study the effect of this switch to anonymity on market liquidity and the informational content of the limit order book. Our empirical analysis is based on a model of limit order trading in which...