EconPapers    
Economics at your fingertips  
 

An Integrated Model of Market and Limit Orders

Sugato Chakravarty () and Craig Holden
Additional contact information
Craig Holden: Indiana University

Finance from University Library of Munich, Germany

Keywords: Market Order; Limit Order; informed trading; market maker (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
Date: 2002-01-19
New Economics Papers: this item is included in nep-fmk
Note: Type of Document - pdf; prepared on IBM PC ; to print on ;
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0201/0201004.pdf (application/pdf)

Related works:
Journal Article: An Integrated Model of Market and Limit Orders (1995) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0201004

Access Statistics for this paper

More papers in Finance from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).

 
Page updated 2025-03-20
Handle: RePEc:wpa:wuwpfi:0201004