Limit orders and the bid–ask spreadUnknown author1999-08-01articleJournal of Financial Economics268 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 268 citations exist upstream.References1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders1987Price, trade size, and information in securities markets1983Information Effects on the Bid-Ask Spread1991Measuring the Information Content of Stock Trades1988Estimating the components of the bid/ask spread1988Stock prices and top management changes1981Optimal dealer pricing under transactions and return uncertainty1997The Components of the Bid-Ask Spread: A General ApproachCited by2005Disclosure Policy and Market Liquidity: Impact of Depth Quotes and Order Sizes*2005Optimal Trading Strategy and Supply/Demand Dynamics2002Econometric models of limit-order executions2004Trading strategies during circuit breakers and extreme market movements2005Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders2004The information content of the limit order book: evidence from NYSE specialist trading decisions2008Weather and intraday patterns in stock returns and trading activity2003Quote-based competition and trade execution costs in NYSE-listed stocks