Clearing price distributions in call auctions
M. Derksen, B. Kleijn and R. de Vilder
| Year of publication: |
2020
|
|---|---|
| Authors: | Derksen, Mike ; Kleijn, Bas ; Vilder, Robin G. de |
| Subject: | Call auction | Clearing price | Closing price prediction | Price formation | Price impact | Stochastic model | Auktion | Auction | Börsenkurs | Share price | Preis | Price | Auktionstheorie | Auction theory | Preismanagement | Pricing strategy | Stochastischer Prozess | Stochastic process | Wertpapierhandel | Securities trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1744699 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295616