Order submission strategy and the curious case of marketable limit orders

Journal of Financial and Quantitative Analysis

Volumn 37, Issue 2, 2002, Pages 221-241

  Peterson, Mark ^a   Sirri, Erik ^a  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035998692     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/3595004     Document Type: Article

References (18)

1. An empirical analysis of the limit order book and the order flow in the Paris bourse
2. Price, trade size, and information in securities markets
3. Sample selection bias as a specification error: Comment
4. Market vs. Limit Orders: The superdot evidence on order submission strategy
5. Sample selection bias as a specification error
6. Matching as an econometric evaluation estimator
7. An integrated model of market and limit orders
8. In search of liquidity: Block trades in the upstairs and downstairs markets
9. The central role of the propensity score in observational studies for causal effects
10. The trades of NYSE floor brokers