TY  - GEN
AU  - CHATTERJEE, DEVLINA
AU  - MUKHOPADHYAY, CHIRANJIT
TI  - Excecution times of small limit orders: A simpler modeling approach
PY  - 2013///
KW  - MANAGEMENT
N2  - This paper studies excecution times of small orders in an electronic exchange, specifically the National Stock Exchange of India. Unlike other studies that have reconstructed the order book, a time consuming and computationally intensive activity,this paper considers small hypothetical orders, fo which lower and upper bonds on excution time are inferred from size and volatility are the most important variables that affect order execution
ER  -