Back is at Mays Business School, Texas A&M University; Baruch is at David Eccles School of Business, University of Utah and was visiting at the Bendheim Center for Finance at Princeton University when much of the work on this paper was done. We thank Rob Stambaugh (the editor), an anonymous associate editor, and two anonymous referees for helpful comments. We also thank seminar participants at the University of Colorado, Carnegie Mellon University, Cornell University, Ecole Supérieure de Commerce de Toulouse, Princeton University, Rutgers University, Technion Haifa, Univeristá di Torino, the University of Illinois, the NBER Market Microstructure Group Meeting, and the Center for Financial Studies Market Design Conference.
Working Orders in Limit Order Markets and Floor Exchanges
Version of Record online: 14 AUG 2007
© 2007 the American Finance Association
The Journal of Finance
Volume 62, Issue 4, pages 1589–1621, August 2007
How to Cite
BACK, K. and BARUCH, S. (2007), Working Orders in Limit Order Markets and Floor Exchanges. The Journal of Finance, 62: 1589–1621. doi: 10.1111/j.1540-6261.2007.01252.x
- Issue online: 14 AUG 2007
- Version of Record online: 14 AUG 2007
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