Concepedia

Order Book Transparency

Order Book Transparency is a market transparency mechanism that discloses the full or partial structure of buy and sell orders in an electronic exchange, distinguishing itself by revealing the depth, price levels, and volume of unexecuted trades to market participants.

16

Publications

1.1K

Citations

23

Authors

25

Institutions

Publications per year

2017–2026

0

Parents

Publications

16

Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE

Ekkehart Boehmer, Gideon Saar, Yu Lei · The Journal of Finance · 2005 · 359 citations · Full text

, , +15

A simultaneous trade model of the foreign exchange hot potato

Richard K. Lyons · Journal of International Economics · 1997 · 298 citations

, , +14

Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

Ekkehart Boehmer, Gideon Saar, Lei Yu · SSRN Electronic Journal · 2003 · 126 citations · Full text

, , +16

Hidden Limit Orders and Liquidity in Limit Order Markets

Sophie Moinas · SSRN Electronic Journal · 2005 · 45 citations · Full text

, , +17

The Impact of Iceberg Orders in Limit Order Books

Stefan Frey, Patrik Sandås · SSRN Electronic Journal · 2009 · 38 citations · Full text

, , +17

1–5 of 16

Authors

23

  1. EB
    Ekkehart Boehmer

    Singapore Management University, Singapore

    2 publications · 485 citations

    2

    h-index

  2. RK
    Richard K. Lyons

    University of California, Berkeley, United States

    2 publications · 326 citations

    2

    h-index

  3. SM
    Sophie Moinas

    Toulouse School of Economics, France

    2 publications · 76 citations

    2

    h-index

  4. GS
    Gideon Saar

    Cornell University, United States

    2 publications · 485 citations

    2

    h-index

  5. SF
    Stefan Frey

    Leibniz University Hannover, Germany

    1 publications · 38 citations

    1

    h-index

1–5 of 23

Institutions

25

  1. UCLouvain

    Louvain-la-Neuve, Belgium

    2 h-index

    4 publications

    70 citations

  2. University of California, Berkeley

    Berkeley, United States

    2 h-index

    2 publications

    326 citations

  3. Nasdaq (United States)

    New York, United States

    1 h-index

    1 publications

    11 citations

  4. Cornell University

    Ithaca, United States

    1 h-index

    1 publications

    126 citations

  5. University of Applied Sciences and Arts of Southern Switzerland

    Manno, Switzerland

    1 h-index

    2 publications

    718 citations

  6. Université Fédérale de Toulouse Midi-Pyrénées

    Toulouse, France

    1 h-index

    1 publications

    45 citations

  7. Albertus-Magnus-Institut

    Bonn, Germany

    1 h-index

    1 publications

    38 citations

  8. The University of Sydney

    Sydney, Australia

    1 h-index

    3 publications

    84 citations

1–8 of 25

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 250 citations

    5

    h-index

  2. The Journal of Trading

    JOT · 2 publications · 23 citations

    2

    h-index

  3. The Journal of Finance

    1 publications · 359 citations

    1

    h-index

  4. Journal of Futures Markets

    1 publications · 28 citations

    1

    h-index

  5. Journal of International Economics

    1 publications · 298 citations

    1

    h-index

1–5