Alimit orderis an order to buy or sell a stock with a restriction on the maximum price to be paid (with a buy limit) or the minimum price to be received (with a sell limit). If the order is filled, it will only be at the specified limit price or better. However, there is no ...
This paper uses experimental asset markets to investigate the evolution of liquidity in an electronic limit order market. Our market setting includes salient features of electronic limit order markets, as well as informed traders and liquidity traders. We focus on the strategies of the traders and ...
Caballe, J., 1992, Market versus Limit Orders, Economics Letters 40, 339-344.Caballe!, J., 1992. Market versus limit orders. Economics Letters 40, 339-344.Caballe, J., 1992, Market Versus Limit Orders, Economic Letters, 40, 339-344....
In this paper, we examine a trader's order choice between market and limit orders using a sample of orders submitted through NYSE SuperDot. We find that traders place more limit orders relative to market orders when: (1) the spread is large, (2) the order size is large, and (3) they...
Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders We empirically investigate the evolution of liquidity, as well as the changing strategies of informed traders, over the course of the trading day. In parti... A Anand,S Chak...
limited order:用一个特定的价格购买 stop order(止损指令):当一定价格实现后,buy or sell stop-limit order:除了设置一个止损线,再设置一个limit order。比如说我们做多一个股票的时候,100元的时候购买,然后在98设置了一个stop order(止损指令),然后我们再设置一个95的limit order。假如第二天开盘后市场跳空到...
Although book chapters and conference proceedings are often the main outlets in which new and unorthodox research ideas are proposed and advanced before they gain traction and become mainstream, we decided to limit our analysis to published papers alone for the sake of robustness, reliability, and ...
This paper revisits the volume鈥搗olatility relationship documented in Chan and Fong (2000) in a bull versus a bear market by using data from the period su... Marvin,Wee,Joey,... - 《Accounting & Finance》 被引量: 0发表: 2011年 The Market Impact of a Limit Order run price effect ...
Build lean and limit possible cloud compatibility issues by avoiding dependency and not including specialized Windows Server roles and features such as Failover Cluster, DHCP, Hyper-V, Remote Access, Rights Management Services, Windows Deployment Services, BitLocker Drive Encryption on OS disk, and ...
The critical trade-off with limit orders is certainty of price versus certainty of execution. While you know the worst price you'll get, your order might never execute if the stock doesn't reach your specified price. Since commissions have largely gone away, the real cost difference between ...