SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Order Submission Strategies and Information: Empirical Evidence from the NYSE · Study

PreprintShelves

PreprintOrder Submission Strategies and Information: Empirical Evidence from the NYSE

Alessandro Beber2003

OA

Preprintgreen2003

Order Submission Strategies and Information: Empirical Evidence from the NYSE

Alessandro Beber · Cecilia Caglio

41 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Securities Regulation and Market Practices

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 41 citations exist upstream.

References

1991Inferring Trade Direction from Intraday Data 1988A Theory of Intraday Patterns: Volume and Price Variability 1991Measuring the Information Content of Stock Trades 2002Is Information Risk a Determinant of Asset Returns?1993Differences of Opinion Make a Horse Race 1995One Security, Many Markets: Determining the Contributions to Price Discovery 1996Liquidity, Information, and Infrequently Traded Stocks 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

Cited by

2008What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders?2012Overnight public information, order placement, and price discovery during the pre-opening period 2014Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011On the hidden side of liquidityarticle · 18 shared references 2009Does the Open Limit Order Book Matter in Explaining Informational Volatility?article · 18 shared references 2008Limit Order Markets: A Surveychapter · 16 shared references 2010Order aggressiveness and quantity: How are they determined in a limit order market?article · 16 shared references 2010Limit-order submission strategies under asymmetric informationarticle · 15 shared references 2005Asymmetries in bid and ask responses to innovations in the trading processarticle · 14 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.424922

openalex_workW1526621166

Links

Imported from OpenAlex (CC0) — nothing here is generated.