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The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system
Lo, Ingrid; Sapp, Stephen G. - In: Journal of international money and finance 27 (2008) 7, pp. 1056-1073
Persistent link: https://www.econbiz.de/10008096985
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The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system
Lo, Ingrid; Sapp, Stephen G. - In: Journal of international money and finance 27 (2008) 7, pp. 1056-1074
Persistent link: https://www.econbiz.de/10008899495
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Order aggressiveness and quantity: How are they determined in a limit order market?
Lo, Ingrid; Sapp, Stephen G. - In: Journal of international financial markets, … 20 (2010) 3, pp. 213-238
Persistent link: https://www.econbiz.de/10008417541
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Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
Jiang, George J; Lo, Ingrid; Verdelhan, Adrien - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 527-553
Persistent link: https://www.econbiz.de/10009138193
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Price Leadership in the Spot Foreign Exchange Market
Sapp, Stephen G. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 425-448
Persistent link: https://www.econbiz.de/10006695335
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Valuation of financial versus non-financial firms: a global perspective
Foerster, Stephen R.; Sapp, Stephen G. - In: Journal of international financial markets, … 15 (2005) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10007096231