Order Competition is a trading mechanism in which multiple liquidity-taking orders for the same financial instrument compete on price and time priority to be matched with a single liquidity-providing order, thereby determining the allocation of trade execution rights.
94
Publications
5.4K
Citations
168
Authors
147
Institutions
Publications per year
2017–2026
14
Parents
Publications
94
Liquidity-Based Competition for Order Flow
Christine A. Parlour, Duane J. Seppi · Review of Financial Studies · 2003 · 234 citations
Social Sciences, Economics, Finance +16
1–5 of 94
Authors
168
- VV
6
h-index
- HD
5
h-index
- MV
5
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- DJ
4
h-index
- AP
3
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1–5 of 168
Institutions
147
KU Leuven
Leuven, Belgium
6 h-index
10 publications
1.5K citations
Carnegie Mellon University
Pittsburgh, United States
6 h-index
7 publications
1.2K citations
Tilburg University
Tilburg, The Netherlands
6 h-index
8 publications
986 citations
Pontificia Universidad Católica de Chile
Santiago, Chile
4 h-index
4 publications
182 citations
University of Bonn
Bonn, Germany
4 h-index
4 publications
230 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
3 h-index
4 publications
264 citations
Cornell University
Ithaca, United States
3 h-index
7 publications
854 citations
VIB-KU Leuven Center for Microbiology
Leuven, Belgium
3 h-index
4 publications
440 citations
1–8 of 147
Venues
- SSRN Electronic Journal
Repository · 35 publications · 1.2K citations
23
h-index
- The Journal of Finance
7 publications · 738 citations
7
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 4 publications · 484 citations
4
h-index
- RePEc: Research Papers in Economics
Repository · 3 publications · 49 citations
3
h-index
- Review of Financial Studies
3 publications · 874 citations
3
h-index
1–5