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Market vs limit orders : the SuperDOT evidence on order submission strategy
Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 213-231
Persistent link: https://www.econbiz.de/10001208257
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Intraday price formation in US equity index markets
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2375-2400
Persistent link: https://www.econbiz.de/10001845766
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One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
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Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
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Order arrival, quote behavior, and the return-generating process
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1035-1048
Persistent link: https://www.econbiz.de/10001055594