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Working Orders in Limit Order Markets and Floor Exchanges

✍ Scribed by KERRY BACK; SHMUEL BARUCH

Book ID
109176409
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
211 KB
Volume
62
Category
Article
ISSN
0022-1082

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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