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A Taxonomy of Automated Trade Execution Systems

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Author Info
Ian Domowitz

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Abstract

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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 92/76.

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Date of creation: 01 Sep 1992
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Handle: RePEc:imf:imfwpa:92/76

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Web: http://www.imf.org/external/pubs/pubs/ord_info.htm

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Related research
Keywords: Stock markets ; Capital markets ; Bonds ;

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  1. Burton Hollifield & Robert A. Miller & patrik Sandas, . "An Empirical Analysis of Limit Order Markets," Rodney L. White Center for Financial Research Working Papers 29-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  2. Ian Domowitz & Jack Glen & Ananth Madhavan, 2000. "Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time," William Davidson Institute Working Papers Series 322, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    Other versions:
  3. Charles Goodhart & Takatoshi Ito & Richard Payne, 1995. "One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Technical Working Papers 0179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Hollifield, Burton & Miller, Robert & Sandås, Patrik, 2001. "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers 2843, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  5. Ingrid Lo & Stephen G. Sapp, 2007. "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Working Papers 07-23, Bank of Canada. [Downloadable!]
  6. Paula C. Albuquerque, 2003. "The Traditional Brokers: What are their Chances in the Forex?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 205-220, November. [Downloadable!]
  7. Ian Domowitz, 2002. "Liquidity, Transaction Costs, and Reintermediation in Electronic Markets," Journal of Financial Services Research, Springer, vol. 22(1), pages 141-157, August. [Downloadable!] (restricted)
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This page was last updated on 2009-11-20.


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