ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET

Author:

Cao Charles,Hansch Oliver,Wang Xiaoxin

Publisher

Wiley

Subject

Finance,Accounting

Reference31 articles.

1. Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong

2. Competition among Trading Venues: Information and Trading on Electronic Communications Networks

3. A. Beber, and C. Caglio , 2005 , Order submission strategies and information: Empirical evidence from the NYSE , Working paper, University of Lausanne and the Securities and Exchange Commission.

4. Regression Diagnostics

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