Depth <Back to Last Page>     <Full Glossary>

Definition of Depth: Depth is an attribute of a market.

In securities markets, depth is measured by "the size of an order flow innovation required to change prices a given amount." (Kyle, 1985, p 1316). (Econterms)

Terms related to Depth:
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About.Com Resources on Depth:
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Writing a Term Paper? Here are a few starting points for research on Depth:

Books on Depth:
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Journal Articles on Depth:

• Kyle, Albert S.. 1985. "Continuous Auctions and Insider Trading."
  Econometrica. Vol 53, No. 6 (Nov 1985): 1315-1335.

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