Sökning: "Post-trade anonymity"

Hittade 1 uppsats innehållade orden Post-trade anonymity.

  1. 1. Into the Dark: A study of the 2014, 2019, and 2020 post-trade anonymity reforms at Nasdaq Nordic and their impact on metrics of market quality

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Daniel Mattisson; Jacob Molin; [2022]
    Nyckelord :Market microstructure; Post-trade anonymity; Broker codes; Liquidity; Nasdaq Nordic;

    Sammanfattning : We test the impact of three post-trade anonymity regimes implemented by Nasdaq Nordic in 2014, 2019, and 2020. Using a sample of Mid Cap and Large Cap stocks listed in Stockholm, Copenhagen, and Helsinki, we examine the effect of different anonymity setups on standard measures of market quality through a difference-in-differences approach. LÄS MER