An Integrated Model of Market and Limit Orders

Sugato Chakravarty () and Craig Holden
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Craig Holden: Indiana University

Finance from EconWPA

Keywords: Market Order; Limit Order; informed trading; market maker (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk
Date: 2002-01-19
Note: Type of Document - pdf; prepared on IBM PC ; to print on ;
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http://129.3.20.41/eps/fin/papers/0201/0201004.pdf (application/pdf)

Related works:
Journal Article: An Integrated Model of Market and Limit Orders (1995)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0201004

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