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Search: subject:"automatic execution"
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automatic execution
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limit order
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limit order book
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market order
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order choice
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Ellul, Andrew
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A comprehensive test of order choice theory: recent evidence from the NYSE
Ellul, Andrew
;
Holden, Craig W.
;
Jain, Pankaj
; …
-
London School of Economics (LSE)
-
2003
, volatility, market and individual-stock returns, and private information), but those using the
automatic
execution
system (Direct …
Persistent link: https://www.econbiz.de/10011071422
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