Brown is from Indiana University and Zhang is from the University of Utah. We wish to thank seminar participants at the Federal Reserve Bank of Atlanta, Georgia State University, University of Illinois at Urbana-Champaign, Indiana University, University of Utah, and the University of Washington. Special thanks go to Mark Bagnoli, Robert Becker, Charles Calomaris, Craig Holden, Robert Jennings, Clark Maxam, René Stulz (the editor), and an anonymous referee. We are responsible for any errors. This analysis was accomplished with the aid of Macsyma™ and Mathematica™.
Market Orders and Market Efficiency
Article first published online: 18 APR 2012
1997 The American Finance Association
The Journal of Finance
Volume 52, Issue 1, pages 277–308, March 1997
How to Cite
BROWN, D. P. and ZHANG, Z. M. (1997), Market Orders and Market Efficiency. The Journal of Finance, 52: 277–308. doi: 10.1111/j.1540-6261.1997.tb03816.x
- Issue published online: 18 APR 2012
- Article first published online: 18 APR 2012
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