Traders’ choice between limit and market orders: evidence from NYSE stocks

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Order Dynamics: Recent Evidence from the NYSE (2003, unknown): “649A. Ellul et al. / Journal of Empirical Finance 14 (2007) 636–661 (1995), Harris (1998), Hollifield et al. (2004), Smith (2000), Bae et al. (2003), Ranaldo (2004) and Wald and Horrigan (2005).”
Limit-Order Submission Strategies under Asymmetric Information (2010, methodology): “(1995), Harris and Hasbrouck (1996), Bae et al. (2003), Hollifield et al.”
Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets (2009, unknown): “…regarding security value, defensive traders may react by 5 Other studies, such as Harris and Hasbrouck (1996), Chakravarty and Holden (1995), Bae, Jang, and Park (2003), Anand, Chakravarty, and Martell (2005), and Ellul, Holden, Jain, and Jennings (2007), examine the traders’ choice of…”
So What Orders Do Informed Traders Use (2006, background): “The unknown value of the asset (v ∈ [v, v], 4Other recent papers that investigate empirically determinants of order choice submission include Bae, Jang, and Park (2003) and Ellul, Holden, Jain, and Jennings (2003).”