Ware, Delegation, market share and the limit price in sequential entry models, International Journal of Industrial Organization, Vol. 14 (1996), pp. 575-609.CHURCH, J. and R. WARE (1996): Delegation, market share and the limit price in sequential entry models. In: International Journal of...
Remember that the key difference between a limit order and a stop order is that the limit order will only be filled at the specified limit price or better; whereas, once a stop order triggers at the specified price, it will be filled at the prevailing price in the market—which means it...
2. A price of a product, especially a mass-produced product, sufficiently low so as to discourage new entry into that product'smarket. Monopolists set a limit price by increasing production to more than they otherwise need, which requires potential competitors to spend a greater amount in prod...
Related:Market conversionprice Convertible price The contractually specifiedpriceper share at which a convertible security can be converted into shares of common stock. Cost of limited partner capital The discount rate that equates the after-tax inflows with outflows for capital raised fromlimited partn...
intraday price processThis paper investigates the effects of a price limit change on the volatility of the Korean stock market's (KRX) intraday stock price process. Based on the most recent transaction data from the KRX, which experienced a change in the price limit on June 15, 2015, we ...
Gabaix等, Institutional investors and stock market volatility. Quart. J. Econ., 2006, 121, 461–504. Gopikrishnan等, Statistical properties of share volume traded in financial markets. Phys. Rev. E, 2000, 62, R4493–R4496. Ho 和 Macris, Dealer bid–ask quotes and transaction prices: an...
price formation processInformation and Market EfficiencyAsset pricingIn this paper we propose a method to breakdown any price change at any scale time into a book-driven component and a deal driven component. Following recent emdoi:10.2139/ssrn.2377965Besson, Paul...
limit order bookmarket microstructurequeueingdiffusion limithigh-frequency dataliquidityduration analysispoint processWe propose and study a simple stochastic model for the dynamics of a limit order book, in which arrivals of market order, limit orders and order cancellations a...
Operating System No response Programming Languages No response CCXT Version No response Description for example, if Pair's price is 5$, on some exchanges limit price can't be placed below 4.5$, and they have such information available (i...
This type of order guarantees that you will receive your desired quantity at whatever price the security is being sold for at the time of your order. The main advantage of market orders is that they will be filled quickly, allowing investors to take advantage of opportunities in the ...