摘要 : Closing auctions set daily closing prices for U.S. stocks and account for a striking 7.5% of daily volume in 2018, up from 3.1% in 2010. We study closing auctions in the new regime of record volume. Closing auctions appear to matc... 展开
作者 | Bogousslavsky~ Vincent Muravyev~ Dmitriy |
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作者单位 | |
期刊名称 | 《Journal of Financial Markets》 |
页码/总页数 | 1.1-1.24 / 24 |
语种 | 英语 |
关键词 | Closing auction Passive investing Price pressure Liquidity |
DOI | 10.1016/j.finmar.2023.100852 |
馆藏号 | F-501 |