Showing 1 - 10 of 29
Persistent link: https://www.econbiz.de/10012878116
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/10012128869
Persistent link: https://www.econbiz.de/10009671852
Persistent link: https://www.econbiz.de/10010376713
Persistent link: https://www.econbiz.de/10010408522
Persistent link: https://www.econbiz.de/10003899119
Persistent link: https://www.econbiz.de/10003893420
Persistent link: https://www.econbiz.de/10009504291
Persistent link: https://www.econbiz.de/10009710635