Clearing price distributions in call auctions
Year of publication: |
2020
|
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Authors: | Derksen, Mike ; Kleijn, Bas ; Vilder, Robin G. de |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 9, p. 1475-1493
|
Subject: | Call auction | Clearing price | Closing price prediction | Price formation | Price impact | Stochastic model | Börsenkurs | Share price | Auktionstheorie | Auction theory | Auktion | Auction |
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