How Best to Supply Liquidity to a Securities Market

Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

1996 • 432 citations

Limit Order Trading

1996 • 410 citations

Liquidity and execution costs in equity markets

1988 • 227 citations

Electronic Call Market Trading

1995 • 150 citations

Liquidity, Stock Markets, and Market Makers

1987 • 133 citations

Global equity markets : technological, competitive, and regulatory challenges

1994 • 53 citations

Equity Trading Practices and Market Structure: Assessing Asset Managers’ Demand for Immediacy

2001 • 45 citations

The Challenge of Information Technology for the Securities Markets: Liquidity, Volatility and Global Trading

1989 • 16 citations