“Disclosure quality and market liquidity: Impact of depth quotes and order sizes.”
Contemporary Accounting Research
Volume
22
Issue
4
Journal Articles
Accountancy
2005
Heflin, F., K. Shaw, and J. Wild. 2005. “Disclosure quality and market liquidity: Impact of depth quotes and order sizes.” Contemporary Accounting Research 22 (4): 829-865. http://dx.doi.org/10.1506/EETM-FALM-4KDD-9DT9