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There are 19932 results for: content related to: Limit Order Trading

  1. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  2. Equilibrium in a Dynamic Limit Order Market

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2149–2192, RONALD L. GOETTLER, CHRISTINE A. PARLOUR and UDAY RAJAN

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00795.x

  3. 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

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01004.x

  4. Is the Electronic Open Limit Order Book Inevitable?

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1127–1161, LAWRENCE R. GLOSTEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02450.x

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

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 767–788, Hee-Joon Ahn, Kee-Hong Bae and Kalok Chan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00345

  6. Competition for Order Flow and Smart Order Routing Systems

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 119–158, THIERRY FOUCAULT and ALBERT J. MENKVELD

    Version of Record online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01312.x

  7. 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

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01576.x

  8. Do Prices Reveal the Presence of Informed Trading?

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1555–1582, PIERRE COLLIN-DUFRESNE and VYACHESLAV FOS

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12260

  9. Market Orders and Market Efficiency

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 277–308, DAVID P. BROWN and ZHI MING ZHANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03816.x

  10. Market Making Contracts, Firm Value, and the IPO Decision

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1997–2028, HENDRIK BESSEMBINDER, JIA HAO and KUNCHENG ZHENG

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12285

  11. The Price of Immediacy

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1253–1290, GEORGE C. CHACKO, JAKUB W. JUREK and ERIK STAFFORD

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01357.x

  12. Quotes, Prices, and Estimates in a Laboratory Market

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1791–1808, ROBERT BLOOMFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05226.x

  13. Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 509–536, KATYA MALINOVA and ANDREAS PARK

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12230

  14. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Version of Record online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.x

  15. Product Market Competition, Insider Trading, and Stock Market Efficiency

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 1–43, JOEL PERESS

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01522.x

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    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  17. The Dynamics of Discrete Bid and Ask Quotes

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2109–2142, Joel Hasbrouck

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00183

  18. Option Prices, Implied Price Processes, and Stochastic Volatility

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 839–866, Mark Britten-Jones and Anthony Neuberger

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00228

  19. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  20. Expectations and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1715–1742, RAFAEL LA PORTA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05223.x