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Pre-opening periods in fragmented markets

Author

Listed:
  • Selma Boussetta

    (GREThA - Groupe de Recherche en Economie Théorique et Appliquée - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique)

  • Laurence Lescourret

    (Finance Department - Essec Business School)

  • Sophie Moinas

    () (Finance - CRM - Centre de Recherche en Management - IAE - Institut d'Administration des Entreprises - Toulouse - CNRS - Centre National de la Recherche Scientifique - UT1 - Université Toulouse 1 Capitole)

Abstract

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Suggested Citation

  • Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2017. "Pre-opening periods in fragmented markets," Working Papers hal-02156170, HAL.
  • Handle: RePEc:hal:wpaper:hal-02156170
    Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-02156170
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    Cited by:

    1. 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".
    2. Damien Challet & Nikita Gourianov, 2018. "Dynamical regularities of US equities opening and closing auctions," Papers 1802.01921, arXiv.org, revised Oct 2018.
    3. Damien Challet, 2018. "Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions," Papers 1807.00573, arXiv.org.

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