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Boni et al., 2004 - Google Patents

Expandable limit order markets

Boni et al., 2004

Document ID
12393458523351917683
Author
Boni L
Leach C
Publication year
Publication venue
Journal of Financial Markets

External Links

Snippet

In expandable limit order markets, quotes represent a firm-price commitment to trade but also serve as an invitation for one-on-one quantity negotiation. Analyzing interdealer Treasury data, we find evidence that expandable limit orders offer benefits by reducing costs …
Continue reading at www.sciencedirect.com (other versions)

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