Order Types is a financial trading mechanism that specifies the conditions under which a buy or sell instruction is executed, distinguishing it from other transaction instructions by its particular price, timing, and execution preferences within market systems.
377
Publications
29K
Citations
594
Authors
393
Institutions
Publications per year
2017–2026
40
Publications
377
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations
Business, Data Science, Data Mining +11
The Components of the Bid-Ask Spread: A General Approach
Roger D. Huang, Hans R. Stoll · Review of Financial Studies · 1997 · 1.2K citations
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 988 citations · Full text
Business, Data Science, Data Mining +11
1–5 of 377
Authors
594
- MO
7
h-index
- JH
7
h-index
- GW
6
h-index
- RH
6
h-index
- HD
5
h-index
1–5 of 594
Institutions
393
Cornell University
Ithaca, United States
12 h-index
19 publications
6K citations
University of Memphis
Memphis, United States
8 h-index
13 publications
580 citations
Santa Fe Institute
Santa Fe, United States
7 h-index
18 publications
1.7K citations
University of Technology Sydney
Sydney, Australia
7 h-index
7 publications
883 citations
National Chengchi University
Taipei, Taiwan
7 h-index
7 publications
376 citations
University of Toronto
Toronto, Canada
6 h-index
10 publications
752 citations
Western University
London, Canada
6 h-index
6 publications
162 citations
New York University
New York, United States
6 h-index
7 publications
721 citations
1–8 of 393
Venues
- SSRN Electronic Journal
Repository · 52 publications · 2K citations
27
h-index
- The Journal of Finance
16 publications · 6.5K citations
14
h-index
- Journal of Financial Markets
13 publications · 1.9K citations
13
h-index
- Journal of Financial Economics
12 publications · 2.6K citations
12
h-index
- Journal of Banking & Finance
9 publications · 341 citations
9
h-index
1–5