Traders’ choice between limit and market orders: evidence from NYSE stocks
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference27 articles.
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2. An empirical analysis of the limit order book and the order flow in the Paris Bourse;Biais;Journal of Finance,1995
3. An integrated model of market and limit orders;Chakravarty;Journal of Financial Intermediation,1996
4. Limit orders and the bid–ask spread;Chung;Journal of Financial Economics,1999
5. Transaction costs, order placement strategy and the existence of the bid–ask spread;Cohen;Journal of Political Economy,1981
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