The Probability of Limit-Order Execution
- 1 September 2000
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 56 (5) , 28-33
- https://doi.org/10.2469/faj.v56.n5.2387
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Liquidity Provision with Limit Orders and a Strategic SpecialistThe Review of Financial Studies, 1997
- Limit Order TradingThe Journal of Finance, 1996
- Market vs. Limit Orders: The SuperDOT Evidence on Order Submission StrategyJournal of Financial and Quantitative Analysis, 1996
- Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask SpreadJournal of Political Economy, 1981