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Liquidity distribution in the limit order book on the stock exchange of Thailand

โœ Scribed by Nuttawat Visaltanachoti; Charlie Charoenwong; David K. Ding

Book ID
116577275
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
228 KB
Volume
17
Category
Article
ISSN
1057-5219

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## Abstract This study provides new evidence regarding the effect of limit order book disclosure on trading behavior. The natural experiment affected by the Sydney Futures Exchange in January 2001, when it increased limit order book disclosure from depth at the best bid and ask prices to depth at t