Market versus limit orders

DOI10.1016/0165-1765(92)90015-QMaRDI QIDQ2366946zbMATH OpenOpenAlexFDO

Authors Jordi Caballé

Publication date 23 August 1993

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(92)90015-q

zbMATH Keywords

mechanisms of price formationprivate informationpublic informationrisky assets

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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• Market or limit orders?
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• Optimal execution with limit and market orders
• Limits of Limit-Order Books
• Price dynamics in a Markovian limit order market
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• Empirical Analysis of Limit Order Markets

Cites work

• Informed Speculation with Imperfect Competition
• On the aggregation of information in competitive markets

Cited in

(2)

• Combination trading with limit orders
• Market composition and price informativeness in a large market with endogenous order types

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