Impact of anonymity on liquidity in limit order books: evidence from cross-listed stocks
Jane Chau, University of Wollongong
Alex Frino, University of SydneyFollow
Gary G. Tian, University of WollongongFollow
Shiguang Ma, University of WollongongFollow
Chau, C., Frino, A., Tian, G. & Ma, S. (2012). Impact of anonymity on liquidity in limit order books: evidence from cross-listed stocks. Australasian Finance and Banking Conference (AFBC) (pp. 1-51). Sydney, Australia: Australian School of Business at UNSW.
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