Informed traders and limit order markets
Top Cited Papers
- 5 April 2009
- journal article
- Published by Elsevier
- Vol. 93 (1) , 67-87
- https://doi.org/10.1016/j.jfineco.2008.08.002
Abstract
No abstract availableKeywords
This publication has 28 references indexed in Scilit:
- On the Correlation Structure of Microstructure Noise in Theory and PracticeSSRN Electronic Journal, 2008
- Working Orders in Limit Order Markets and Floor ExchangesThe Journal of Finance, 2007
- Estimating the Gains from Trade in Limit‐Order MarketsThe Journal of Finance, 2006
- Imperfect Competition in Financial Markets: Island vs NasdaqSSRN Electronic Journal, 2003
- Strategic Trading, Liquidity, and Information AcquisitionThe Review of Financial Studies, 2003
- Imperfect Competition among Informed TradersThe Journal of Finance, 2000
- Price Dynamics in Limit Order MarketsThe Review of Financial Studies, 1998
- An Integrated Model of Market and Limit OrdersJournal of Financial Intermediation, 1995
- Informed Speculation and Hedging in a Noncompetitive Securities MarketThe Review of Financial Studies, 1992
- Sufficient and Necessary Conditions for Information to Have Social Value in Pure ExchangeThe Journal of Finance, 1982