Limit Order Trading is a market participation mechanism in which traders submit instructions to buy or sell securities at a specified price or better, thereby providing price discretion and adding liquidity or taking liquidity only when market conditions meet predefined criteria.
423
Publications
30.2K
Citations
576
Authors
415
Institutions
Publications per year
2017–2026
79
Parents
Publications
423
Joel Hasbrouck, Gideon Saar · Journal of Financial Markets · 2013 · 837 citations
Price Dynamics in Limit Order Markets
Christine A. Parlour · Review of Financial Studies · 1998 · 630 citations
Optimal trading strategy and supply/demand dynamics
Anna A. Obizhaeva, Jiang Wang · Journal of Financial Markets · 2012 · 592 citations
Social Sciences, Economics, Finance +15
1–5 of 423
Authors
576
- GS
13
h-index
- JH
12
h-index
- ÁC
11
h-index
- SJ
11
h-index
- BB
9
h-index
1–5 of 576
Institutions
415
Cornell University
Ithaca, United States
20 h-index
31 publications
5.1K citations
Carnegie Mellon University
Pittsburgh, United States
16 h-index
24 publications
3.2K citations
University of Oxford
Oxford, United Kingdom
16 h-index
30 publications
1.7K citations
University of Toronto
Toronto, Canada
14 h-index
22 publications
1.2K citations
New York University
New York, United States
12 h-index
13 publications
2.4K citations
The University of Sydney
Sydney, Australia
11 h-index
25 publications
812 citations
National Bureau of Economic Research
Cambridge, United States
11 h-index
13 publications
600 citations
HEC Paris
Jouy-en-Josas, France
11 h-index
14 publications
1.7K citations
1–8 of 415
Venues
- SSRN Electronic Journal
Repository · 136 publications · 5.4K citations
42
h-index
- The Journal of Finance
21 publications · 3.8K citations
19
h-index
- Journal of Financial Markets
16 publications · 3.7K citations
16
h-index
- Quantitative Finance
16 publications · 2.2K citations
15
h-index
- Review of Financial Studies
14 publications · 2.5K citations
14
h-index
1–5