Informed liquidity provision in a limit order market

Journal of Financial Markets ◽

10.1016/j.finmar.2020.100566 ◽

2020 ◽

pp. 100566 ◽

Author(s):

Michael Brolley ◽

Katya Malinova

Keyword(s):

Limit Order ◽

Liquidity Provision ◽

Limit Order Market

Download Full-text

Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

Journal of Futures Markets ◽

10.1002/fut.21586 ◽

2012 ◽

Vol 34 (2) ◽

pp. 145-172 ◽

Author(s):

Junmao Chiu ◽

Huimin Chung ◽

George H. K. Wang

Keyword(s):

Limit Order ◽

Index Futures ◽

Liquidity Provision ◽

Limit Order Market ◽

Intraday Liquidity

Download Full-text

Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1974142 ◽

2011 ◽

Author(s):

Junmao Chiu ◽

Huimin Chung ◽

George H. K. Wang

Keyword(s):

Limit Order ◽

Index Futures ◽

Liquidity Provision ◽

Limit Order Market ◽

Intraday Liquidity

Download Full-text

Liquidity Provision in a Limit-Order Market: The Case of the Tunisian Stock Exchange

The Journal of Trading ◽

10.3905/jot.2013.8.2.057 ◽

2013 ◽

Vol 8 (2) ◽

pp. 57-73

Author(s):

Rouetbi Emna ◽

Mamoghli Chokri

Keyword(s):

Stock Exchange ◽

Limit Order ◽

Liquidity Provision ◽

Limit Order Market

Download Full-text

Order Aggressiveness Strategies by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.2326816 ◽

2013 ◽

Author(s):

Junmao Chiu ◽

Huimin Chung ◽

George H. K. Wang

Keyword(s):

Limit Order ◽

Index Futures ◽

Limit Order Market

Download Full-text

Liquidity Provision of Limit Order Trading in the Futures Market Under Bull and Bear Markets

Journal of Business Finance &amp Accounting ◽

10.1111/j.1468-5957.2009.02140.x ◽

2009 ◽

Vol 36 (7-8) ◽

pp. 1007-1038 ◽

Author(s):

Min-Hsien Chiang ◽

Tsai-Yin Lin ◽

Chih-Hsien Jerry Yu

Keyword(s):

Futures Market ◽

Limit Order ◽

Liquidity Provision ◽

Bear Markets ◽

Limit Order Trading ◽

Bull And Bear Markets

Download Full-text

Weather and Time Series Determinants of Liquidity in a Limit Order Market

SSRN Electronic Journal ◽

10.2139/ssrn.1108862 ◽

2009 ◽

Author(s):

Juhani T. Linnainmaa ◽

Ioanid Rosu

Keyword(s):

Time Series ◽

Limit Order ◽

Limit Order Market

Download Full-text

Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market

SSRN Electronic Journal ◽

10.2139/ssrn.1100303 ◽

2011 ◽

Author(s):

Sabrina Buti ◽

Barbara Rindi

Keyword(s):

Limit Order ◽

Limit Order Market

Download Full-text

Undisclosed orders and optimal submission strategies in a limit order market

Journal of Financial Economics ◽

10.1016/j.jfineco.2013.04.002 ◽

2013 ◽

Vol 109 (3) ◽

pp. 797-812 ◽

Author(s):

Sabrina Buti ◽

Barbara Rindi

Keyword(s):

Limit Order ◽

Limit Order Market

Download Full-text

Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market

Finance ◽

10.3917/fina.362.0007 ◽

2015 ◽

Vol 36 (2) ◽

pp. 7 ◽

Author(s):

Paolo Mazza

Keyword(s):

Limit Order ◽

Limit Order Market

Download Full-text

An agent-based model of financial returns in a limit order market

Practical Fruits of Econophysics ◽

10.1007/4-431-28915-1_28 ◽

2006 ◽

pp. 158-162

Author(s):

Koichi Hamada ◽

Kouji Sasaki ◽

Toshiaki Watanabe

Keyword(s):

Financial Returns ◽

Agent Based Model ◽

Limit Order ◽

Agent Based ◽

Limit Order Market

Download Full-text