The authors gratefully acknowledge the funding provided by the Australian Centre for Financial Studies and the futures quote and volume data supplied by SIRCA. We thank Kevin Davis, Eric Hughson and participants at the 15th Annual Finsia/Australian Centre for Financial Studies Banking and Finance Conference, The University of Adelaide seminar series and The Newcastle Finance Research Workshop for valuable comments.
The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints
Article first published online: 3 AUG 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 1, pages 56–73, January 2014
How to Cite
Brown, C., Choo, A. K. and Pinder, S. (2014), The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints. J. Fut. Mark., 34: 56–73. doi: 10.1002/fut.21580
- Issue published online: 6 DEC 2013
- Article first published online: 3 AUG 2012
- Manuscript Accepted: 28 JUN 2012
- Manuscript Received: 29 AUG 2011
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