Handa is from College of Business Administration, University of Iowa. Schwartz is from the Stern School of Business, New York University. The authors wish to thank René Stulz and an unknown referee for their most helpful comments. The authors also thank Yakov Amihud, Marshall Blume, Ned Elton, Larry Glosten, Sandy Grossman, Jaques Hamon, Larry Harris, Joel Hasbrouck, Bertrand Jacquillat, Ananth Madhavan, Maureen O'Hara, Jim Shapiro, and participants at seminars held at Stern School of Business, Wharton School, New York Stock Exchange, and Bankers Trust for their comments. Both authors are grateful for the funding provided by the NEC Corporation and the Center for Japan-U.S. Business and Economic Studies, Stern School of Business, New York University.
Limit Order Trading
Article first published online: 30 APR 2012
1996 The American Finance Association
The Journal of Finance
Volume 51, Issue 5, pages 1835–1861, December 1996
How to Cite
HANDA, P. and SCHWARTZ, R. A. (1996), Limit Order Trading. The Journal of Finance, 51: 1835–1861. doi: 10.1111/j.1540-6261.1996.tb05228.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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