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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

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

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

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

Excel modeling and estimation in corporate finance

Holden, Craig W. - 2009 - Internat. ed., 3. ed.

Persistent link: https://www.econbiz.de/10003836153

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

A simple model of payment for order flow, internalization, and total trading cost

Battalio, Robert H.; Holden, Craig W. - In: Journal of financial markets 4 (2001) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10001539061

Risk aversion, imperfect competition, and long-lived information

Holden, Craig W. - In: Economics letters 44 (1994) 1, pp. 181-190

Persistent link: https://www.econbiz.de/10001163997

Long-lived private information and imperfect competition

Holden, Craig W. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 247-270

Persistent link: https://www.econbiz.de/10001124507

News events, information acquisition, and serial correlation

Holden, Craig W.; Subrahmanyam, Avanidhar - In: The journal of business : B 75 (2002) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001641877

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