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Market Response to Liquidity Improvements: Evidence from Exchange Listings

โœ Scribed by Elyas Elyasiani; Shmuel Hauser; Beni Lauterbach

Book ID
109178150
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
839 KB
Volume
35
Category
Article
ISSN
0732-8516

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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