New Study Reveals Risks of Delayed Execution for Stock Traders
The article explores how small limit orders are executed in the stock market. Instead of using complex data, the researchers used a simpler method of placing hypothetical orders at certain prices and times. They found that the probability of an order being executed depends on how quickly the stock price reaches and crosses the order price. This study focused on the National Stock Exchange of India and used survival analysis to model the execution probability over time.