Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders

Journal of Financial Markets

Volumn 8, Issue 3, 2005, Pages 288-308

  Anand, Amber ^a   Chakravarty, Sugato ^b   Martell, Terrence ^c  

^a SYRACUSE UNIVERSITY   (United States)

^b PURDUE UNIVERSITY   (United States)

^c CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Electronic limit order markets; Hidden limit orders; Market quality; Trader behavior; TSX

Indexed keywords

EID: 22644444462     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2005.03.001     Document Type: Article

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