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Limit orders and the bid-ask spread

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  • Chung, Kee H.
  • Van Ness, Bonnie F.
  • Van Ness, Robert A.

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  • Chung, Kee H. & Van Ness, Bonnie F. & Van Ness, Robert A., 1999. "Limit orders and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 53(2), pages 255-287, August.
  • Handle: RePEc:eee:jfinec:v:53:y:1999:i:2:p:255-287
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    References listed on IDEAS

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    8. Lee, Charles M C & Mucklow, Belinda & Ready, Mark J, 1993. "Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 345-374.
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