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Publications by Stephen Sapp

Order Submission: The Choice Between Limit and Market Orders

SSRN Electronic Journal

English

Related publications

Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market

SSRN Electronic Journal

English

Limit Order Book as a Market for Liquidity

SSRN Electronic Journal

English

A Dynamic Limit Order Market With Fast and Slow Traders

Journal of Financial Economics

English

A Dynamic Limit Order Market With Fast and Slow Traders

SSRN Electronic Journal

English

Simulating Trader Manipulation in a Limit-Order Driven Market

English

Limit Order Flow, Market Impact, and Optimal Order Sizes: Evidence From NASDAQ TotalView-ITCH Data

English

Designated Market Makers in Electronic Limit Order Books - A Closer Look

SSRN Electronic Journal

English

The Information Content of a Limit Order Book: The Case of an FX Market

Journal of Financial Markets

English

Order Types and Structure of Orders

Transactions of the American Mathematical Society

Applied Mathematics

English