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?

Cited by 27 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. Uncovering the Liquidity Premium in Stock Returns Using Retail Liquidity Provision;SSRN Electronic Journal;2022

2. Networks, Nodes, and Priority Rules;Encyclopedia of Finance;2022

3. Institutional Order Handling and Broker-Affiliated Trading Venues;The Review of Financial Studies;2021-01-29

4. Institutional Order Handling and Broker-Affiliated Trading Venues;SSRN Electronic Journal;2019

5. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality;The Journal of Finance;2016-09-14