Anonymity in a Limit-Order Market: An Experimental Analysis
(2006)
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- Authors
- Abstract
- (en) 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.
- Affiliations
Louvain School of Management Accounting & Finance
Citations
Majois, C. (2006). Anonymity in a Limit-Order Market: An Experimental Analysis. https://hdl.handle.net/2078.5/90464