Determinants of the decision to submit market or limit orders on the ASX

Pacific Basin Finance Journal

Volumn 12, Issue 1, 2004, Pages 1-18

  Verhoeven, Peter ^a   Ching, Simon ^b   Ng, Hock Guan ^c  

^a CURTIN UNIVERSITY   (Australia)

^b KPMG   (Netherlands)

^c UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Limit order; Logit model; Market microstructure; Market order

Indexed keywords

EID: 0345374602     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(03)00018-0     Document Type: Article

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