The impact of reduced pre-trade transparency regimes on market quality
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References listed on IDEAS
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KeywordsAgent based models; Market transparency; Iceberg orders; Liquidity; Bid-ask spread;
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G1 - Financial Economics - - General Financial Markets
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