Equity auction dynamics: latent liquidity models with activity acceleration
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- Mohammed Salek & Damien Challet & Ioane Muni Toke, 2024. "Equity auction dynamics: latent liquidity models with activity acceleration," Papers 2401.06724, arXiv.org, revised Jul 2024.
References listed on IDEAS
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Keywords
Market microstructure; Continuous models; Statistical analysis; Equity auctions;All these keywords.
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