Concepedia

Limit Order Placement

Limit Order Placement is a strategic decision process in derivative market microstructure whereby an investor submits a bid or ask order at a specified price, distinct from market orders, to achieve execution only at a more favorable or equal price, thereby providing liquidity to the market.

64

Publications

4.9K

Citations

113

Authors

95

Institutions

Publications per year

2017–2026

7

Parents

Publications

64

Price Dynamics in Limit Order Markets

Christine A. Parlour · Review of Financial Studies · 1998 · 630 citations

, , +13

Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

Lawrence Harris, Joel Hasbrouck · Journal of Financial and Quantitative Analysis · 1996 · 413 citations

, , +13

Limit Order Trading

Puneet Handa, Robert A. Schwartz · The Journal of Finance · 1996 · 400 citations

, , +17

Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread

Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz et al. · Journal of Political Economy · 1981 · 382 citations

, , +16

Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

Lawrence Harris · Financial Markets Institutions and Instruments · 1998 · 298 citations

, , +17

1–5 of 64

Authors

113

  1. RA
    Robert A. Schwartz

    Baruch College, United States

    5 publications · 975 citations

    5

    h-index

  2. LH
    Lawrence Harris

    University of Southern California, United States

    4 publications · 774 citations

    4

    h-index

  3. FL
    Fabrizio Lillo

    Scuola Normale Superiore, Italy

    4 publications · 382 citations

    4

    h-index

  4. JH
    Joel Hasbrouck

    New York University, United States

    4 publications · 603 citations

    4

    h-index

  5. KJ
    Kalman J. Cohen

    New York University, United States

    3 publications · 415 citations

    3

    h-index

1–5 of 113

Institutions

95

  1. New York University

    New York, United States

    5 h-index

    6 publications

    598 citations

  2. University of Southern California

    Los Angeles, United States

    4 h-index

    4 publications

    774 citations

  3. Santa Fe Institute

    Santa Fe, United States

    4 h-index

    12 publications

    1.6K citations

  4. University of Virginia

    Charlottesville, United States

    3 h-index

    18 publications

    588 citations

  5. Western University

    London, Canada

    3 h-index

    3 publications

    145 citations

  6. The University of Sydney

    Sydney, Australia

    3 h-index

    5 publications

    261 citations

  7. Wilfrid Laurier University

    Waterloo, Canada

    3 h-index

    4 publications

    160 citations

  8. CERMICS

    Champs-sur-Marne, France

    2 h-index

    2 publications

    200 citations

1–8 of 95

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 525 citations

    10

    h-index

  2. The Journal of Finance

    5 publications · 654 citations

    5

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 4 publications · 563 citations

    4

    h-index

  4. Quantitative Finance

    3 publications · 327 citations

    3

    h-index

  5. Journal of Financial Markets

    3 publications · 177 citations

    3

    h-index

1–5