An Integrated Model of Market and Limit Orders
Sugato Chakravarty () and
Craig Holden
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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 ;
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Citations: View citations in EconPapers (3)
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Related works:
Journal Article: An Integrated Model of Market and Limit Orders (1995) 
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0201004
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