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An integrated model of market and limit orders
Chakravarty, Sugato - In: Journal of financial intermediation 4 (1995) 3, pp. 213-241
Persistent link: https://www.econbiz.de/10001186724
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An Integrated Model of Market and Limit Orders
Chakravarty, Sugato; Holden, Craig W. - In: Journal of financial intermediation 4 (1995) 3, pp. 213-241
Persistent link: https://www.econbiz.de/10007137486
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An Integrated Model of Market and Limit Orders
Chakravarty, Sugato - 2014
We develop an integrated model in which a risk neutral informed trader optimally chooses any combination of: a market buy (MB), a market sell (MS), a limit but (LB) including the optimal limit buy price, and limit sell (LS) including the optimal limit sell price. With minimal distributional...
Persistent link: https://www.econbiz.de/10012753095
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Index arbitrage as cross-sectional market making
Holden, Craig W. - In: The journal of futures markets 15 (1995) 4, pp. 423-455
Persistent link: https://www.econbiz.de/10001185356
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New low-frequency spread measures
Holden, Craig W. - In: Journal of financial markets 12 (2009) 4, pp. 778-813
Persistent link: https://www.econbiz.de/10003902763
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Excel modeling and estimation in corporate finance
Holden, Craig W. - 2009 - Internat. ed., 3. ed.
Persistent link: https://www.econbiz.de/10003836153
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Do acceptance and publication times differ across finance journals?
Holden, Craig W. - In: The review of corporate finance studies 6 (2017) 1, pp. 102-126
Persistent link: https://www.econbiz.de/10011732443
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Should actively traded futures contracts come under the dual-trading ban?
Chakravarty, Sugato - In: The journal of futures markets 14 (1994) 6, pp. 661-684
Persistent link: https://www.econbiz.de/10001171309
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Stealth-trading: which traders' trades move stock prices?
Chakravarty, Sugato - In: Journal of financial economics 61 (2001) 2, pp. 289-307
Persistent link: https://www.econbiz.de/10001592674
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Stealth trading : which traders' trades move stock prices?
Chakravarty, Sugato - In: Stock market liquidity : implications for market …, (pp. 311-325). 2008
Persistent link: https://www.econbiz.de/10003650779