The submission of limit orders or market orders : the role of timing and information in the Reuters D2000-2 system
Year of publication: |
2008
|
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Authors: | Lo, Ingrid ; Sapp, Stephen G. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 27.2008, 7, p. 1056-1073
|
Subject: | Marktmikrostruktur | Market microstructure | Marktliquidität | Market liquidity | Devisenmarkt | Foreign exchange market | Geld-Brief-Spanne | Bid-ask spread |
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