Optimal order placement in limit order markets
Work
Year: 2016
Type: article
Abstract: To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by charac... more
Source: Quantitative Finance
Authors Rama Cont, Arseniy Kukanov
Institutions Laboratoire de Probabilités et Modèles Aléatoires, Centre National de la Recherche Scientifique, Imperial College London
Cites: 46
Cited by: 47
Related to: 10
FWCI: 2.924
Citation percentile (by year/subfield): 96.19
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green