Anonymous Trading in Equities
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Finance"
DOI: 10.1111/jofi.12988
Abstract: I explore a reform at the Oslo Stock Exchange to assess the causal effect of trader anonymity on liquidity and trading volume. Using a regression discontinuity approach, I find that anonymity leads to a reduction… read more here.
Keywords: increase trading; trading equities; trading; trading volume ... See more keywords