Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Zovko, Ilija
and
Farmer, J
2002.
The power of patience: a behavioural regularity in limit-order placement.
Quantitative Finance,
Vol. 2,
Issue. 5,
p.
387.
Bacidore, Jeffrey
Battalio, Robert H.
and
Jennings, Robert H.
2003.
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange.
Journal of Financial Markets,
Vol. 6,
Issue. 3,
p.
337.
Peterson, Mark A.
and
Sirri, Erik R.
2003.
Order Preferencing and Market Quality on U.S. Equity Exchanges.
Review of Financial Studies,
Vol. 16,
Issue. 2,
p.
385.
Lipson, Marc L.
2003.
Competition Among Market Centers.
SSRN Electronic Journal ,
Lo, Ingrid
and
Sapp, Stephen
2003.
Order Submission: The Choice between Limit and Market Orders.
SSRN Electronic Journal,
Caglio, Cecilia
and
Beber, Alessandro
2003.
Order Submission Strategies and Information: Empirical Evidence from the NYSE.
SSRN Electronic Journal ,
Boehmer, Ekkehart
2003.
Dimensions of Execution Quality: Recent Evidence for U.S. Equity Markets.
SSRN Electronic Journal ,
Goldstein, Michael A.
and
Kavajecz, Kenneth A.
2004.
Trading strategies during circuit breakers and extreme market movements.
Journal of Financial Markets,
Vol. 7,
Issue. 3,
p.
301.
Cooney, John W.
and
Sias, Richard W.
2004.
Informed trading and order type.
Journal of Banking & Finance,
Vol. 28,
Issue. 7,
p.
1711.
Nguyen, Van T.
Van Ness, Bonnie F.
and
Van Ness, Robert A.
2005.
Archipelago's move towards exchange status: An analysis of Archipelago trading in NYSE and NASDAQ stocks.
Journal of Economics and Business,
Vol. 57,
Issue. 6,
p.
541.
Kurov, Alexander
2005.
Execution quality in open-outcry futures markets.
Journal of Futures Markets,
Vol. 25,
Issue. 11,
p.
1067.
Köksal, Bülent
2005.
Participation Strategy of the NYSE Specialists to the Trades.
SSRN Electronic Journal,
Harris, Lawrence E.
and
Panchapagesan, Venkatesh
2005.
The information content of the limit order book: evidence from NYSE specialist trading decisions.
Journal of Financial Markets,
Vol. 8,
Issue. 1,
p.
25.
Bennett, Paul
and
Wei, Li
2006.
Market structure, fragmentation, and market quality.
Journal of Financial Markets,
Vol. 9,
Issue. 1,
p.
49.
Chakrabarty, Bidisha
Tyurin, Konstantin
Han, Zhaohui
and
Zheng, Xiaoyong
2006.
A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market.
SSRN Electronic Journal,
Chordia, Tarun
Roll, Richard W.
and
Subrahmanyam, Avanidhar
2007.
Liquidity and Market Efficiency.
SSRN Electronic Journal,
Boehmer, Ekkehart
Jennings, Robert
and
Wei, Li
2007.
Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing.
Review of Financial Studies,
Vol. 20,
Issue. 2,
p.
315.
Frino, Alex
Jarnecic, Elvis
and
Lepone, Andrew
2007.
The determinants of the price impact of block trades: further evidence.
Abacus,
Vol. 43,
Issue. 1,
p.
94.
Vo, Minh T.
2007.
Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange.
Global Finance Journal,
Vol. 17,
Issue. 3,
p.
379.
Sun, Wei
Rachev, Svetlozar Zari
and
Fabozzi, Frank
2008.
Handbook on Information Technology in Finance.
p.
543.