In this paper, we adopt an experimental approach to evaluate the impact of anonymity in financial markets. More spefically, we build an experimental design of an electronic limit-order market, and compare two settings: one in which traders observe the identities of the agents placing orders in the order book, and the other one where this information is not available on market screens
International audienceWe develop a model in which limit order traders possess volatility information...
International audienceWe develop a model in which limit order traders possess volatility information...
International audienceWe develop a model in which limit order traders possess volatility information...
In this paper, we adopt an experimental approach to evaluate the impact of pre-trade anonymity in or...
In this paper, we adopt an experimental approach to evaluate the impact of pre-trade anonymity in or...
In this paper, we adopt an experimental approach to evaluate the impact of pre-trade anonymity in or...
We analyse the effect of concealing limit order traders’ identities on market liquidity. We develop ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Cahier de Recherche du Groupe HEC Paris, n° 784/2003We analyze the effect of concealing limit order ...
Cahier de Recherche du Groupe HEC Paris, n° 784/2003We analyze the effect of concealing limit order ...
We develop a model in which limit order traders possess volatility information. We show that in this...
International audienceWe develop a model in which limit order traders possess volatility information...
International audienceWe develop a model in which limit order traders possess volatility information...
International audienceWe develop a model in which limit order traders possess volatility information...
In this paper, we adopt an experimental approach to evaluate the impact of pre-trade anonymity in or...
In this paper, we adopt an experimental approach to evaluate the impact of pre-trade anonymity in or...
In this paper, we adopt an experimental approach to evaluate the impact of pre-trade anonymity in or...
We analyse the effect of concealing limit order traders’ identities on market liquidity. We develop ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit ...
Cahier de Recherche du Groupe HEC Paris, n° 784/2003We analyze the effect of concealing limit order ...
Cahier de Recherche du Groupe HEC Paris, n° 784/2003We analyze the effect of concealing limit order ...
We develop a model in which limit order traders possess volatility information. We show that in this...
International audienceWe develop a model in which limit order traders possess volatility information...
International audienceWe develop a model in which limit order traders possess volatility information...
International audienceWe develop a model in which limit order traders possess volatility information...