Showing 1 - 10 of 728
I show that frequent batch auctions for stocks have the potential to reduce the severity of stock price crashes when they occur. For a given sequence of orders from a continuous electronic limit order book market, matching orders using one second apart batch auctions results in nearly the same...
Persistent link: https://www.econbiz.de/10012480285
Persistent link: https://www.econbiz.de/10000676626
Persistent link: https://www.econbiz.de/10001353848
Persistent link: https://www.econbiz.de/10011915805
Persistent link: https://www.econbiz.de/10001636970
Persistent link: https://www.econbiz.de/10003937515
Persistent link: https://www.econbiz.de/10009661611
Persistent link: https://www.econbiz.de/10010253680
Persistent link: https://www.econbiz.de/10001664021