Limit-order submission strategies under asymmetric information

Journal of Banking and Finance

Volumn 34, Issue 11, 2010, Pages 2665-2677

  Menkhoff, Lukas ^a   Osler, Carol L ^b   Schmeling, Maik ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

^b BRANDEIS UNIVERSITY   (United States)

Author keywords

Informed traders; Limit order market; Market conditions; Order submission

Indexed keywords

EID: 77955920400     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.05.007     Document Type: Article

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