Removing the Trade Size Constraint? Evidence from the Italian Market Design
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Cited by:
- Otsubo, Yoichi, 2014. "International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 36-51.
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More about this item
Keywords
minimum trade unit constraint; limit order book; market liquidity; adverse selection costs;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EUR-2013-09-25 (Microeconomic European Issues)
- NEP-IPR-2013-09-25 (Intellectual Property Rights)
- NEP-LAM-2013-09-25 (Central and South America)
- NEP-LTV-2013-09-25 (Unemployment, Inequality and Poverty)
- NEP-MST-2013-09-25 (Market Microstructure)
- NEP-NEU-2013-09-25 (Neuroeconomics)
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