Liquidity-related Price Sensitivities of Closing Auctions in Equity Markets

Type
working paper
Date Issued
2020-11-09
Author(s)
;
Müller, Louis
Language
English
Refereed
No
URL
Subject(s)

economics

political science

business studies

finance

Division(s)

ior/cf - Institute fo...

Eprints ID
261464
File(s)
Thumbnail Image
Name

Iorcf_SIX_Closing_20201203.pdf

Size

1.77 MB

Format

Adobe PDF

Checksum (MD5)

18e33b9f9fa4c6c9b77e535f0834fe89