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Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2004 - This Draft: May, 2004

predictions using a natural experiment. As of April 23, 2001, the limit order book for stocks listed on Euronext Paris became …

Persistent link: https://www.econbiz.de/10010361995

Microstructure des marchés financiers : institutions, modèles et tests empiriques

Biais, Bruno; Foucault, Thierry; Hillion, Pierre Henri - 1997

Persistent link: https://www.econbiz.de/10001365535

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2003

Persistent link: https://www.econbiz.de/10001797423

Does anonymity matter in electronic limit order markets?

Foucault, Thierry; Moinas, Sophie; Theissen, Erik - 2003

Persistent link: https://www.econbiz.de/10001829670

Price Discovery Efficiency and Permanent Information Impounding on Nyse Euronext Paris

Harris, Frederick H. deB - 2012

Since European trading now traverses national boundaries, and MTFs are rampant, how have the stock price dynamics changed? Analysing the execution channels NYSE Euronext Paris, Chi-X and BATS in CAC40 stocks, we compare metrics of market efficiency pre/post-MiFID and provide insight into the...

Persistent link: https://www.econbiz.de/10013108476

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...

Persistent link: https://www.econbiz.de/10009524806