Pre-opening periods in fragmented markets
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Other versions of this item:
- Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2017. "Pre-opening periods in fragmented markets," Post-Print hal-03187888, HAL.
- Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2018. "Pre-opening periods in fragmented markets," Post-Print hal-03180527, HAL.
- Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2018. "Pre-opening periods in fragmented markets," Post-Print hal-03147033, HAL.
- Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2018. "Pre-opening periods in fragmented markets," Post-Print hal-03180517, HAL.
Citations
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Cited by:
- Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017.
"Coming early to the party,"
SAFE Working Paper Series
182, Leibniz Institute for Financial Research SAFE.
- Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Coming early to the party," Working Papers 2020:11, Department of Economics, University of Venice "Ca' Foscari".
- Damien Challet, 2018.
"Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions,"
Papers
1807.00573, arXiv.org.
- Damien Challet, 2019. "Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions," Post-Print hal-01829337, HAL.
- Damien Challet & Nikita Gourianov, 2018.
"Dynamical regularities of US equities opening and closing auctions,"
Papers
1802.01921, arXiv.org, revised Oct 2018.
- Damien Challet & Nikita Gourianov, 2018. "Dynamical regularities of US equities opening and closing auctions," Post-Print hal-01702726, HAL.
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