Limit orders and the bid–ask spread

• 1 August 1999
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 53  (2) , 255-287
• https://doi.org/10.1016/s0304-405x(99)00022-7

Abstract

Keywords

• G14
• LIMIT ORDER
• BID–ASK SPREAD
• SPECIALISTS