Informed trading and order type

Admati, 1988, A theory of intraday patterns: Volume and price variability, Review of Financial Studies, 1, 3, 10.1093/rfs/1.1.3 Barclay, 1990, Private information, trading volume, and stock-return variances, Review of Financial Studies, 3, 233, 10.1093/rfs/3.2.233 Barclay, 1993, Stealth trading and volatility: Which trades move prices?, Journal of Financial Economics, 34, 281, 10.1016/0304-405X(93)90029-B Chakravarty, 2001, Stealth trading: Which traders' trades move stock prices?, Journal of Financial Economics, 61, 289, 10.1016/S0304-405X(01)00063-0 Chakravarty, 1995, An integrated model of market and limit orders, Journal of Financial Intermediation, 4, 215, 10.1006/jfin.1995.1010 Cohen, 1981, Transaction costs, order placement strategy, and existence of the bid–ask spread, Journal of Political Economy, 89, 287, 10.1086/260966 Easley, 1996, Cream-skimming or profit-sharing? The curious role of purchased order flow, Journal of Finance, 51, 811, 10.2307/2329223 Easley, 1996, Liquidity, information, and infrequently traded stocks, Journal of Finance, 51, 1405, 10.2307/2329399 Easley, 1997, One day in the life of a very common stock, The Review of Financial Studies, 10, 805, 10.1093/rfs/10.3.805 Foucault, 1999, Order flow composition and trading costs in a dynamic limit order market, Journal of Financial Markets, 2, 99, 10.1016/S1386-4181(98)00012-3 French, 1986, Stock-return variances: The arrival of information and the reaction of traders, Journal of Financial Economics, 17, 5, 10.1016/0304-405X(86)90004-8 Goldstein, 2000, Eighths, sixteenths, and market depth: Changes in tick size and liquidity provision on the NYSE, Journal of Financial Economics, 56, 125, 10.1016/S0304-405X(99)00061-6 Harris, 1995, Bids and asks in disequilibrium market microstructure: The case of IBM, Journal of Banking and Finance, 19, 323, 10.1016/0378-4266(94)00049-9 Harris, 2002, Security price adjustment across exchanges: An investigation of common factor components for Dow stocks, Journal of Financial Markets, 5, 277, 10.1016/S1386-4181(01)00017-9 Harris, 1998, Optimal dynamic order submission strategies in some stylized trading problems, Financial Markets, Institutions and Instruments, 7, 1, 10.1111/1468-0416.00019 Harris, 1996, Market vs. limit orders: The SuperDOT evidence on order submission strategy, Journal of Financial and Quantitative Analysis, 31, 213, 10.2307/2331180 Hasbrouck, J., 1992. Using the TORQ database. New York University Working Paper Hasbrouck, 1987, Order arrival, quote behavior, and the return-generating process, Journal of Finance, 42, 1035, 10.2307/2328305 Hasbrouck, J., Sofianos, G., Sosebee, D., 1993. New York Stock Exchange systems and trading procedures. New York University Working Paper Jang, 1991, Consistency between predicted and actual bid–ask quote revisions, Journal of Finance, 46, 433, 10.2307/2328704 Kaniel, R., Liu, H., 2001. So what orders do informed traders use? University of Texas and Washington University Working Paper Kyle, 1985, Continuous auctions and insider trading, Econometrica, 53, 1315, 10.2307/1913210 Lee, 2000, Inferring investor behavior: Evidence from TORQ data, The Journal of Financial Markets, 3, 83, 10.1016/S1386-4181(00)00002-1 Lee, 1991, Inferring trade direction from intraday data, Journal of Finance, 46, 733, 10.2307/2328845 Madhavan, 2000, Price discovery in auction markets: A look inside the black box, The Review of Financial Studies, 13, 627, 10.1093/rfs/13.3.627 McInish, 1995, Hidden limit orders on the NYSE, The Journal of Portfolio Management, 21, 19, 10.3905/jpm.1995.409522 Panchapagesan, V., 1999. Identifying specialist trades in the TORQ data – a simple algorithm. Washington University Working Paper Parlour, 1998, Price dynamics in limit order markets, The Review of Financial Studies, 11, 789, 10.1093/rfs/11.4.789 Peterson, 2002, Order submission strategy and the curious case of marketable limit orders, Journal of Financial and Quantitative Analysis, 37, 221, 10.2307/3595004 Rock, K., 1996. The specialists order book and price anomalies. unpublished working paper Snell, 1995, Determinants of price quote revisions on the London Stock Exchange, The Economic Journal, 105, 77, 10.2307/2235320 Sofianos, 2000, The trades of NYSE floor brokers, The Journal of Financial Markets, 3, 139, 10.1016/S1386-4181(00)00004-5 Werner, 2003, NYSE order flow, spreads, and information, The Journal of Financial Markets, 6, 309, 10.1016/S1386-4181(02)00066-6