Does the Limit Order Routing Decision Matter?-Reference-Cited by-同舟云学术

Does the Limit Order Routing Decision Matter?

Published:2002-01 Issue:1 Volume:15 Page:159-194
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Battalio Robert,Greene Jason,Hatch Brian,Jennings Robert

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/15/1/159/5459366/150159.pdf

Reference36 articles.

1. Angel J. , 1994a, “Limit Versus Market Orders,” FINC-1377-01-293, Georgetown University.

2. Angel J. , 1994b, “Who Gets Price Improvement on the NYSE?,” working paper, Georgetown University.

3. Bacidore J. Battalio R. Jennings R. , 2000, “Depth Improvement and Adjusted Price Improvement on the NYSE,” Working Paper 2000–04, New York Stock Exchange.

4. Bacidore J. Ross K. Sofianos G. , 1999, “Quantifying Best Execution at the New York Stock Exchange: Market Orders,” Working Paper 99-05, New York Stock Exchange.

5. Do Competing Specialists and Preferencing Dealers Affect Market Quality?

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