Dynamical regularities of US equities opening and closing auctions
Year of publication: |
2018
|
---|---|
Authors: | Challet, Damien ; Gourianov, Nikita |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 4.2018, 1/2, p. 1-21
|
Subject: | Auctions | US equities | linear response | imbalance | liquidity | Auktionstheorie | Auction theory | Auktion | Auction |
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