Concepedia

Market Orders

Market Order is a type of trading instruction in secondary market transactions that mandates immediate execution at the best available current price, distinguished from other order types by its prioritization of execution speed over price control.

404

Publications

28.7K

Citations

599

Authors

403

Institutions

Publications per year

2017–2026

56

Parents

Publications

404

Order imbalance, liquidity, and market returns

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · Journal of Financial Economics · 2002 · 952 citations

, , +14

Do Retail Trades Move Markets?

Brad M. Barber, Terrance Odean, Ning Zhu · Review of Financial Studies · 2008 · 934 citations

, , +12

Order flow composition and trading costs in a dynamic limit order market

Thierry Foucault · Journal of Financial Markets · 1999 · 714 citations

, , +13

Price Dynamics in Limit Order Markets

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

, , +13

Trade Size and Components of the Bid-Ask Spread

Ji‐Chai Lin, Gary C. Sanger, G. Geoffrey Booth · Review of Financial Studies · 1995 · 565 citations

, , +17

1–5 of 404

Authors

599

  1. RA
    Robert A. Schwartz

    Baruch College, United States

    12 publications · 1.4K citations

    12

    h-index

  2. ÁC
    Álvaro Cartea

    University of Oxford, United Kingdom

    11 publications · 647 citations

    11

    h-index

  3. MO
    Maureen O’Hara

    Cornell University, United States

    10 publications · 1.1K citations

    10

    h-index

  4. SJ
    Sebastian Jaimungal

    University of Toronto, Canada

    9 publications · 612 citations

    9

    h-index

  5. RH
    Robert H. Jennings

    Indiana University, United States

    8 publications · 540 citations

    8

    h-index

1–5 of 599

Institutions

403

  1. Cornell University

    Ithaca, United States

    15 h-index

    22 publications

    1.6K citations

  2. University of Oxford

    Oxford, United Kingdom

    13 h-index

    17 publications

    649 citations

  3. University of Toronto

    Toronto, Canada

    11 h-index

    16 publications

    977 citations

  4. Capital Fund Management (France)

    Paris, France

    10 h-index

    26 publications

    2K citations

  5. Baruch College

    New York, United States

    10 h-index

    10 publications

    793 citations

  6. Santa Fe Institute

    Santa Fe, United States

    9 h-index

    28 publications

    4.1K citations

  7. University of California, Berkeley

    Berkeley, United States

    8 h-index

    8 publications

    557 citations

  8. University of Notre Dame

    Notre Dame, United States

    7 h-index

    9 publications

    684 citations

1–8 of 403

Venues

  1. SSRN Electronic Journal

    Repository · 92 publications · 3.7K citations

    35

    h-index

  2. The Journal of Finance

    28 publications · 4.1K citations

    24

    h-index

  3. Quantitative Finance

    20 publications · 2.3K citations

    18

    h-index

  4. Journal of Financial Markets

    11 publications · 1.8K citations

    11

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 10 publications · 1.5K citations

    10

    h-index

1–5