Are there any sure-fire ways to increase market-depth that people have experience with?
Has much research been done/published on this subject?
Two general methods: you either need to increase general interest in the asset (i.e. increase volume) or make a mechanical change that will induce depth. Some obvious ways:
Some of these changes may result in higher t-costs for liquidity takers, as they primarily provide incentives to middle-men (dealers, high-frequency traders).