Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan
Vol. 5 No. 11 (2023): Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan

The effect of volatility on anonymity broker ID in Indonesia Stock Exchange

Permanasari, Farah (Unknown)

Article Info

Publish Date
25 Jun 2023

Abstract

This paper examines the the effect of volatility on anonymity Broker ID in order driven markets in Indonesia Stock Exchange. Previous theoretical research in Euronext Paris, the Tokyo Stock Exchange predicts that limit order anonymity results in deeper and more liquid markets. Indonesia Stock Exchange removed broker identifiers from limit orders on December 6, 2021, respectively. The results provide evidence that altering limit order anonymity has an impact on volatility. Accounting for fixed effects and endogeneity, we find increased volatility.

Copyrights © 2023




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan
Website

Abbrev

fairvalue

Publisher

Institut Manajemen Koperasi Indonesia

Subject

Economics, Econometrics & Finance

Description

The Aim of this Fair Value : jurnal Ilmiah Akuntansi dan Keuangan is the media for scientific studies resulting from research, thoughts and critical-analysis studies on accounting, financial, Cooperative and SMEs issues in Indonesia and southeast asia especially and also in the world. The intended ...