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predictions using a natural experiment. As of April 23, 2001, the limit order book for stocks listed on Euronext Paris became …
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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...
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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...
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from the Bank of France, intermediated by the largest banks, prevented a closure of the Bourse …
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