Is faster or slower trading better? An examination of order type execution speed and costs-Reference-Cited by-同舟云学术

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Is faster or slower trading better? An examination of order type execution speed and costs

Published:2020-05-23 Issue:2 Volume:27 Page:326-363
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Garvey Ryan¹,Huang Tao²,Wu Fei³

Affiliation:

1. Palumbo‐Donahue School of Business Duquesne University Pittsburgh Pennsylvania

2. Division of Business and Management BNU‐HKBU United International College Zhuhai China

3. Shanghai Advanced Institute of Finance Shanghai Jiao Tong University Shanghai China

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/eufm.12266

Reference59 articles.

1. Income Hedging, Dynamic Style Preferences, and Return Predictability

2. Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders;Anad A.;Journal of Financial Markets,2005

3. Tick Size, Share Prices, and Stock Splits

4. When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation

5. Equity Trading in the 21st Century

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Impact of MiFID II tick‐size regime on equity markets—Evidence from the LSE;European Financial Management;2022-02-12

2. When does slower order execution occur? Evidence from U.S. equity investors;Journal of Asset Management;2021-09-03

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