Showing 1 - 10 of 91
Persistent link: https://www.econbiz.de/10002653722
Persistent link: https://www.econbiz.de/10002820880
Persistent link: https://www.econbiz.de/10002820885
Persistent link: https://www.econbiz.de/10005532379
Persistent link: https://www.econbiz.de/10005445191
Persistent link: https://www.econbiz.de/10005474493
Limit orders are usually viewed as patiently supplying liquidity. We investigate the trading of one hundred Nasdaq-listed stocks on INET, a limit order book. In contrast to the usual view, we find that over one-third of nonmarketable limit orders are cancelled within two seconds. We investigate...
Persistent link: https://www.econbiz.de/10004973467
Persistent link: https://www.econbiz.de/10006603633
Persistent link: https://www.econbiz.de/10006693321
Persistent link: https://www.econbiz.de/10006704417