Toke, Ioane Muni
- Price impact in equity auctions: zero, then linear
2023/01/13 by Mohammed Salek, Salek, Mohammed, Damien Challet +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Complex Systems and Time Series Analysis #FOS: Economics and business #Statistical Finance (q-fin.ST) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)