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This paper measures and compares the tail risks of limit and market orders using ExtremeValue Theory. The analysis examines realised tail outcomes using the Dealing 2000-2electronic broking system based on completed transactions rather than the more commonanalysis of indicative quotes. In general, limit and market orders exhibit broadly similartail behaviour, but limit orders have significantly heavier tails and larger tail quantilesthan market orders.

The Tail Risks of FX Return Distributions: A Comparison of the Returns Associated with Limit Orders and Market Orders