Limit orders and the bid-ask spread

@article{Chung2003LimitOA,
  title={Limit orders and the bid-ask spread},
  author={K. Chung and Bonnie F. Van Ness and R. Ness},
  journal={Social Science Research Network},
  year={2003}
}
  • K. Chung, Bonnie F. Van Ness, R. Ness
  • Published 2003
  • Business
  • Social Science Research Network
  • 179 Citations
    Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks
    • 62
    • PDF
    Traders’ choice between limit and market orders: evidence from NYSE stocks
    • 117
    • PDF
    Limit Order Book as a Market for Liquidity
    • 516
    • Highly Influenced
    • PDF
    Specialist participation and limit orders
    • 8
    • Highly Influenced
    Analysis of limit order markets