Works matching DE "LIMIT orders"
Results: 56
How Does High-Frequency Trading Affect Low-Frequency Trading?
- Published in:
- Journal of Behavioral Finance, 2018, v. 19, n. 2, p. 235, doi. 10.1080/15427560.2017.1376669
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- Article
Market making with minimum resting times.
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- Quantitative Finance, 2019, v. 19, n. 6, p. 903, doi. 10.1080/14697688.2018.1556399
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- Article
The role of volume in order book dynamics: a multivariate Hawkes process analysis.
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- Quantitative Finance, 2017, v. 17, n. 7, p. 999, doi. 10.1080/14697688.2016.1260759
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- Article
Modelling intensities of order flows in a limit order book.
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- Quantitative Finance, 2017, v. 17, n. 5, p. 683, doi. 10.1080/14697688.2016.1236210
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- Article
Optimal order placement in limit order markets.
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- Quantitative Finance, 2017, v. 17, n. 1, p. 21, doi. 10.1080/14697688.2016.1190030
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- Article
A behavioural model of investor sentiment in limit order markets.
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- Quantitative Finance, 2017, v. 17, n. 1, p. 71, doi. 10.1080/14697688.2016.1184756
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- Article
The non-linear market impact of large trades: evidence from buy-side order flow.
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- Quantitative Finance, 2013, v. 13, n. 11, p. 1759, doi. 10.1080/14697688.2013.861076
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- Article
Rebuilding the limit order book: sequential Bayesian inference on hidden states.
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- Quantitative Finance, 2013, v. 13, n. 11, p. 1779, doi. 10.1080/14697688.2013.851402
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- Article
The price impact of order book events: market orders, limit orders and cancellations.
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- Quantitative Finance, 2012, v. 12, n. 9, p. 1395, doi. 10.1080/14697688.2010.528444
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- Article
Are Odd-Lot Orders Informed?
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- Financial Review, 2017, v. 52, n. 1, p. 37, doi. 10.1111/fire.12127
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- Article
Price Clustering: Evidence Using Comprehensive Limit-Order Data.
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- Financial Review, 2009, v. 44, n. 1, p. 1, doi. 10.1111/j.1540-6288.2008.00208.x
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- Article
The Explanatory Power of Order Imbalance Measures.
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- Quarterly Journal of Finance, 2018, v. 8, n. 1, p. -1, doi. 10.1142/S2010139218500039
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- Article
Price efficiency and trading behavior in limit order markets with competing insiders.
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- Experimental Economics, 2014, v. 17, n. 2, p. 314, doi. 10.1007/s10683-013-9369-5
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- Article
STRATEGIC LIQUIDITY PROVISION IN LIMIT ORDER MARKETS.
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- Econometrica, 2013, v. 81, n. 1, p. 363, doi. 10.3982/ECTA10018
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- Publication type:
- Article
Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq.
- Published in:
- Management Science, 2010, v. 56, n. 12, p. 2237, doi. 10.1287/mnsc.1100.1243
- Publication type:
- Article
Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy.
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- Journal of Financial & Quantitative Analysis, 1996, v. 31, n. 2, p. 213, doi. 10.2307/2331180
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- Publication type:
- Article
REPLY: THE OPTIMAL PRICE TO TRADE.
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- Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 3, p. 649, doi. 10.2307/2330195
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- Article
Dividend Size, Yield, Clienteles and REITs.
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- Journal of Real Estate Finance & Economics, 2012, v. 45, n. 2, p. 435, doi. 10.1007/s11146-010-9276-x
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- Publication type:
- Article
Investor Behavior at the 52-Week High.
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- Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 7, p. 2852, doi. 10.1017/S002210902200148X
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- Publication type:
- Article
Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow?
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- Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 1, p. 183, doi. 10.1017/S0022109019001078
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- Article
Does Trading Anonymously Enhance Liquidity?
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- Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 7, p. 2372, doi. 10.1017/S0022109019000747
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- Article
Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings.
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- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 3, p. 391, doi. 10.2307/3594986
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- Article
Order Submission Strategy and the Curious Case of Marketable Limit Orders.
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- Journal of Financial & Quantitative Analysis, 2002, v. 37, n. 2, p. 221, doi. 10.2307/3595004
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- Publication type:
- Article
Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?
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- Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 2, p. 267, doi. 10.2307/2676274
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- Publication type:
- Article
Price Clustering Asymmetries in Limit Order Flows.
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- Financial Management (Wiley-Blackwell), 2016, v. 45, n. 4, p. 1041, doi. 10.1111/fima.12136
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- Article
The Information Content of Undisclosed Limit Orders Around Broker Anonymity.
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- Australasian Accounting Business & Finance Journal, 2011, v. 5, n. 1, p. 5
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- Article
Workup.
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- Review of Economic Design, 2014, v. 18, n. 1, p. 37, doi. 10.1007/s10058-013-0153-y
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- Article
Why Do Stock Prices Drop by Less Than the Amount of the Dividend? Evidence from a Unique Environment.
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- Emerging Markets Finance & Trade, 2014, v. 50, p. 22, doi. 10.2753/REE1540-496X5005S502
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- Publication type:
- Article
Search Costs and Investor Trading Activity: Evidence from Limit Order Books.
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- Emerging Markets Finance & Trade, 2012, v. 48, n. 3, p. 4, doi. 10.2753/REE1540-496X480301
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- Article
Regularities and irregularities in order flow data.
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- European Physical Journal B: Condensed Matter, 2017, v. 90, n. 11, p. 1, doi. 10.1140/epjb/e2017-80087-6
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- Article
Optimal trading of algorithmic orders in a liquidity fragmented market place.
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- Annals of Operations Research, 2015, v. 229, n. 1, p. 521, doi. 10.1007/s10479-015-1815-7
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- Article
A Stochastic Model for Order Book Dynamics.
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- Operations Research, 2010, v. 58, n. 3, p. 549, doi. 10.1287/opre.1090.0780
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- Publication type:
- Article
Integrating Advanced Order Placements in the Design of an Algorithmic Trading System: A Pilot Study Testing Limit Orders, Trailing Stops, and Volume Slicing.
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- Academy of Business Journal, 2021, p. 53
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- Publication type:
- Article
TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 3, p. N.PAG, doi. 10.1142/S0219024918500255
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- Article
OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 1, p. -1, doi. 10.1142/S0219024916500047
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- Article
The dampening effect of iceberg orders on small traders' welfare.
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- Annals of Finance, 2017, v. 13, n. 4, p. 453, doi. 10.1007/s10436-017-0304-1
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- Publication type:
- Article
SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY.
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- Journal of Financial Research, 2010, v. 33, n. 1, p. 45, doi. 10.1111/j.1475-6803.2010.01262.x
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- Publication type:
- Article
SLIPPAGE AND THE CHOICE OF MARKET OR LIMIT ORDERS IN FUTURES TRADING.
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- Journal of Financial Research, 2009, v. 32, n. 3, p. 309, doi. 10.1111/j.1475-6803.2009.01252.x
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- Publication type:
- Article
Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading.
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- Journal of Business Finance & Accounting, 2009, v. 36, n. 1/2, p. 230, doi. 10.1111/j.1468-5957.2008.02116.x
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- Publication type:
- Article
Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements.
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- Journal of Business Finance & Accounting, 2008, v. 35, n. 9/10, p. 1220, doi. 10.1111/j.1468-5957.2008.02111.x
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- Publication type:
- Article
Order Cancellations, Fees, and Execution Quality in U.S. Equity Options.
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- Review of Financial Studies, 2020, v. 33, n. 4, p. 1534, doi. 10.1093/rfs/hhz088
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- Publication type:
- Article
Erratum.
- Published in:
- 2020
- Publication type:
- Correction Notice
Over-the-Counter versus Limit-Order Markets: The Role of Traders' Expertise.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 2, p. 866, doi. 10.1093/rfs/hhz061
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- Publication type:
- Article
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange.
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- Review of Financial Studies, 2020, v. 33, n. 1, p. 44, doi. 10.1093/rfs/hhz040
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- Publication type:
- Article
Competition for Order Flow with Fast and Slow Traders.
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- Review of Financial Studies, 2015, v. 28, n. 7, p. 2094, doi. 10.1093/rfs/hhv023
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- Publication type:
- Article
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering.
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- Review of Financial Studies, 2015, v. 28, n. 3, p. 838, doi. 10.1093/rfs/hhu044
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- Publication type:
- Article
Trading Fees and Efficiency in Limit Order Markets.
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- Review of Financial Studies, 2012, v. 25, n. 11, p. 3389, doi. 10.1093/rfs/hhs089
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- Publication type:
- Article
Diffusive behavior and the modeling of characteristic times in limit order executions.
- Published in:
- Quantitative Finance, 2009, v. 9, n. 5, p. 547, doi. 10.1080/14697680802512408
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- Publication type:
- Article
What pieces of limit order book information matter in explaining order choice by patient and impatient traders?
- Published in:
- Quantitative Finance, 2009, v. 9, n. 5, p. 527, doi. 10.1080/14697680802616704
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- Publication type:
- Article
Equilibrium in a Dynamic Limit Order Market.
- Published in:
- Journal of Finance (Wiley-Blackwell), 2005, v. 60, n. 5, p. 2149, doi. 10.1111/j.1540-6261.2005.00795.x
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- Publication type:
- Article