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There are 13319 results for: content related to: Is the Electronic Open Limit Order Book Inevitable?

  1. Limit Order Book and Commonality in Liquidity

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 97–122, Wenjin Kang and Huiping Zhang

    Article first published online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00348.x

  2. A Specialist's Quoted Depth and the Limit Order Book

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 747–771, Kenneth A. Kavajecz

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00124

  3. Do Limit Orders Alter Inferences about Investor Performance and Behavior?

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1473–1506, JUHANI T. LINNAINMAA

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01576.x

  4. Volatility Discovery Across Stock Limit Order Book and Options Markets

    Journal of Futures Markets

    Volume 34, Issue 10, October 2014, Pages: 934–956, Qin Wang

    Article first published online : 28 JUN 2013, DOI: 10.1002/fut.21628

  5. OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 696–727, Arne Løkka

    Article first published online : 6 JUN 2013, DOI: 10.1111/mafi.12033

  6. Depth Characteristics for the Electronic Futures Limit Order Book

    Journal of Futures Markets

    Alexandre Aidov and Robert T. Daigler

    Article first published online : 6 JAN 2015, DOI: 10.1002/fut.21706

  7. Price Movement Effects on the State of the Electronic Limit-Order Book

    Financial Review

    Volume 40, Issue 2, May 2005, Pages: 195–221, Yue-cheong Chan

    Article first published online : 21 APR 2005, DOI: 10.1111/j.1540-6288.2005.00100.x

  8. The information content of an open limit-order book

    Journal of Futures Markets

    Volume 29, Issue 1, January 2009, Pages: 16–41, Charles Cao, Oliver Hansch and Xiaoxin Wang

    Article first published online : 21 NOV 2008, DOI: 10.1002/fut.20334

  9. Trading Patience, Order Flows, and Liquidity in an Index Futures Market

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 731–756, Caihong Xu

    Article first published online : 5 MAR 2014, DOI: 10.1002/fut.21664

  10. How Aggressive Are High-Frequency Traders?

    Financial Review

    Volume 49, Issue 2, May 2014, Pages: 395–419, Björn Hagströmer, Lars Nordén and Dong Zhang

    Article first published online : 7 APR 2014, DOI: 10.1111/fire.12041

  11. OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 651–695, Antje Fruth, Torsten Schöneborn and Mikhail Urusov

    Article first published online : 11 FEB 2013, DOI: 10.1111/mafi.12022

  12. An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1655–1689, BRUNO BIAIS, PIERRE HILLION and CHESTER SPATT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05192.x

  13. Pretrade and Posttrade Transparency

    Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs

    Stephen G. Sapp, Ingrid Lo, Pages: 345–363, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118681145.ch19

  14. Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange

    Journal of Futures Markets

    Volume 26, Issue 12, December 2006, Pages: 1147–1167, Luke Bortoli, Alex Frino, Elvis Jarnecic and David Johnstone

    Article first published online : 18 OCT 2006, DOI: 10.1002/fut.20236

  15. Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

    Journal of Futures Markets

    Volume 34, Issue 2, February 2014, Pages: 145–172, Junmao Chiu, Huimin Chung and George H. K. Wang

    Article first published online : 28 NOV 2012, DOI: 10.1002/fut.21586

  16. You have full text access to this OnlineOpen article
    Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures

    Journal of Futures Markets

    Bujar Huskaj and Lars L. Nordén

    Article first published online : 1 DEC 2014, DOI: 10.1002/fut.21702

  17. Estimating the Gains from Trade in Limit-Order Markets

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2753–2804, BURTON HOLLIFIELD, ROBERT A. MILLER, PATRIK SANDÅS and JOSHUA SLIVE

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01004.x

  18. The Provision of Liquidity by High-Frequency Participants

    Financial Review

    Volume 49, Issue 2, May 2014, Pages: 371–394, Elvis Jarnecic and Mark Snape

    Article first published online : 7 APR 2014, DOI: 10.1111/fire.12040

  19. Order Flow and Liquidity around NYSE Trading Halts

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1771–1805, Shane A. Corwin and Marc L. Lipson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00267

  20. LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 627–650, Erhan Bayraktar and Michael Ludkovski

    Article first published online : 14 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00529.x