The use of undisclosed limit orders on the Australian Stock Exchange
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- Sugato Chakravarty & Craig Holden, 2002.
"An Integrated Model of Market and Limit Orders,"
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"Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders,"
570, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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- Easley, David & O'Hara, Maureen, 1987. "Price, trade size, and information in securities markets," Journal of Financial Economics, Elsevier, vol. 19(1), pages 69-90, September.
- Hasbrouck, Joel, 1991. " Measuring the Information Content of Stock Trades," Journal of Finance, American Finance Association, vol. 46(1), pages 179-207, March.
- Hegde, Shantaram P. & Miller, Robert E., 1989. "Market-Making in Initial Public Offerings of Common Stocks:An Empirical Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(01), pages 75-90, March.
- Forster, Margaret M. & George, Thomas J., 1992. "Anonymity in securities markets," Journal of Financial Intermediation, Elsevier, vol. 2(2), pages 168-206, June.
- Harris, Lawrence & Hasbrouck, Joel, 1996. "Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(02), pages 213-231, June.
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