Optimal order placement in limit order markets
To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by characteristics of the order flows and queue sizes in each limit order book, as well as the structure of t...
| Egile Nagusiak: | , |
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| Formatua: | Journal article |
| Argitaratua: |
Taylor and Francis
2016
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