The Role of Daytime Stock Auctions in Intraday Return Seasonality
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Keywords
Market microstructure; market design; auctions; intraday periodicity;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DES-2019-12-02 (Economic Design)
- NEP-MST-2019-12-02 (Market Microstructure)
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