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An Integrated Model of Market and Limit Orders · Study

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ArticleAn Integrated Model of Market and Limit Orders

Sugato Chakravarty1995

Article1995

An Integrated Model of Market and Limit Orders

Sugato Chakravarty · Craig W. Holden

212 citations·0/0 files stored·Journal of Financial Intermediation

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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2002Econometric models of limit-order executions 2008Limit Order Markets: A Survey 2008Information and Learning in Markets: The Impact of Market Microstructure 2004Trading strategies during circuit breakers and extreme market movements 2005Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders 2009Hidden liquidity: An analysis of order exposure strategies in electronic stock markets 2008Dynamic order submission strategies with competition between a dealer market and a crossing network☆2005Who Benefits from an Open Limit‐Order Book?

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Year1995

Typearticle

Published1995-07-01

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations212

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1006/jfin.1995.1010

openalex_workW2010177125

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