English, Article edition: ARE LIMIT ORDERS RATIONAL? Martin Šmíd

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Physical Description
  • article
Language
  • English

Edition details

Title
  • ARE LIMIT ORDERS RATIONAL?
Author
  • Martin Šmíd
Physical Description
  • article
Notes
  • We examine whether it is rational to put limit orders in a limit order market. We find that limit orders are not needed and may be even disadvantageous given that the agent trades on-line. Further, we present a numerical study indicating that putting limit orders may be optimal given that the agent trades at discrete times but the benefit from using them in comparison with immediate buying and selling is negligible.
  • market microstructure, limit order market, portfolio selection
  • RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:71:p:32-38
Language
  • English
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