2. Order Choice and Information in Limit Order Markets

  1. Frédéric Abergel,
  2. Jean-Philippe Bouchaud,
  3. Thierry Foucault,
  4. Charles-Albert Lehalle and
  5. Mathieu Rosenbaum
  1. Ioanid Roşu

Published Online: 15 APR 2013

DOI: 10.1002/9781118673553.ch2

Market Microstructure: Confronting Many Viewpoints

Market Microstructure: Confronting Many Viewpoints

How to Cite

Roşu, I. (2012) Order Choice and Information in Limit Order Markets, in Market Microstructure: Confronting Many Viewpoints (eds F. Abergel, J.-P. Bouchaud, T. Foucault, C.-A. Lehalle and M. Rosenbaum), John Wiley & Sons Ltd, Oxford, UK. doi: 10.1002/9781118673553.ch2

Publication History

  1. Published Online: 15 APR 2013
  2. Published Print: 7 MAY 2012

ISBN Information

Print ISBN: 9781119952411

Online ISBN: 9781118673553

SEARCH

Keywords:

  • order choice;
  • limit order markets;
  • symmetric information;
  • asymmetric information;
  • information content

Summary

This chapter contains sections titled:

  • Introduction

  • Order Choice with Symmetric Information

  • Order Choice with Asymmetric Information

  • The Information Content of Orders

  • Questions for Future Research