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Transparency and market quality: Evidence from SuperMontage

โœ Scribed by Kee H. Chung; Chairat Chuwonganant


Book ID
113710559
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
301 KB
Volume
18
Category
Article
ISSN
1042-9573

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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