scholarly journals Limit order trading with a mean reverting reference price

2017 ◽  
Vol 6 (2) ◽  
pp. 121-136
Author(s):  
Saran Ahuja ◽  
George Papanicolaou ◽  
Weiluo Ren ◽  
Tzu-Wei Yang
Keyword(s):  
Reference Price ◽  
Limit Order ◽  
Limit Order Trading

Limit Order Trading Behavior and Individual Investor Performance

2005 ◽  
Vol 6 (2) ◽  
pp. 71-89 ◽  
Author(s):  
Alexander Anderson ◽  
Julia Henker ◽  
Sian Owen
Keyword(s):  
Individual Investor ◽  
Trading Behavior ◽  
Limit Order ◽  
Limit Order Trading

'Informed' Limit Order Trading

2001 ◽  
Author(s):  
Amber Anand ◽  
Terrence F. Martell
Keyword(s):  
Limit Order ◽  
Limit Order Trading

Limit Order Trading

1996 ◽  
Vol 51 (5) ◽  
pp. 1835-1861 ◽  
Author(s):  
PUNEET HANDA ◽  
ROBERT A. SCHWARTZ
Keyword(s):  
Limit Order ◽  
Limit Order Trading

Limit Order Books

2015 ◽  
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Limit Order ◽  
Order Books ◽  
Limit Order Books

Optimal Margin Requirements in Limit Order Markets

2009 ◽  
Author(s):  
Dan Ladley ◽  
Terje Lensberg ◽  
Klaus Reiner Schenk-Hoppé
Keyword(s):  
Limit Order ◽  
Limit Order Markets ◽  
Margin Requirements
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