Mohammad Hossein Sabbaghzadeh
MSc., Department of Finance, Faculty of Financial Science, Kharazmi University, Tehran, Iran.
[ 1 ] - Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange
Objective: One of the common tools used to make pre-trade transparency in financial markets is the Limit Order Book. In spite of several researches on the Limit Order Book, there is no consensus about the impact of increasing pre-trade transparency on market quality. Increasing the number of Limit Order Book levels from 3 to 5 levels, in May 2017, for online traders in Tehran Stock Exchange, ga...
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