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Traders' choice between limit and market orders: evidence from NYSE stocks

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Author Info
Bae, Kee-Hong
Jang, Hasung
Park, Kyung Suh
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File URL: http://www.sciencedirect.com/science/article/B6VHN-46DT846-1/2/1469a8b0cdf36e0b2e01367982ae59a9
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Article provided by Elsevier in its journal Journal of Financial Markets.

Volume (Year): 6 (2003)
Issue (Month): 4 (August)
Pages: 517-538
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Handle: RePEc:eee:finmar:v:6:y:2003:i:4:p:517-538

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  1. Helena Beltran & Alain Durré & Pierre Giot, 2004. "How does liquidity react to stress periods in a limit order market?," Research series 200405-5, National Bank of Belgium. [Downloadable!]
  2. Grammig, Joachin & Heinen, Andreas & Rengifo, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model," MPRA Paper 8115, University Library of Munich, Germany. [Downloadable!]
  3. Yan Du & Qianqiu Liu & S. Ghon Rhee, 2006. "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series 2005-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  4. Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers 2005015, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
  5. Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers 2005014, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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