Limit order trading

Journal of Finance

Volumn 51, Issue 5, 1996, Pages 1835-1861

  Handa, Puneet ^a   Schwartz, Robert A ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009941521     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb05228.x     Document Type: Article

References (9)

1. Bagehot, Walter (pseudonym), 1971, The only game in town, Financial Analysts Journal 8, 31-53.
2. Copeland, Thomas, and Dan Galai, 1983, Information effects on the bid-ask spreads, Journal of Finance 38, 1457-1469.
3. Easley, David, and Maureen O'Hara, 1987, Price, trade size, and information in securities markets, Journal of Financial Economics 19, 69-90.
4. Glosten, Lawrence, 1989, Insider trading, liquidity, and the role of the monopolist specialist, Journal of Business 62, 211-235.
5. Glosten, Lawrence, 1994, Is the electronic open limit order book inevitable? Journal of Finance 49, 1127-1161.
6. Grossman, Sanford, and Merton Miller, 1988, Liquidity and market structure, Journal of Finance 43, 617-633.
7. Harris, Lawrence, and Joel Hasbrouck, 1993, Market vs. limit orders: The SuperDOT evidence on order submission strategy, Working paper, Stern School, New York University.
8. Lachenbruch, Paul A., 1967, An almost unbiased method of obtaining confidence intervals for the probability of mis-classification in discriminant analysis, Biometrics 23, 639-645.
9. Leach, Christopher, and Ananth Madhavan, 1993, Price experimentation and security market structure, Review of Financial Studies 6, 375-404.