The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system

Journal of International Money and Finance

Volumn 27, Issue 7, 2008, Pages 1056-1073

  Lo, Ingrid ^a   Sapp, Stephen G ^b  

^a BANK OF CANADA   (Canada)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Duration; Limit order; Liquidity; Market microstructure; Market order

Indexed keywords

EID: 50849141667     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2008.05.009     Document Type: Article

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