Trading Around the Close ABSTRACT In this paper we discuss the issues a trader s

Trading Around the Close ABSTRACT In this paper we discuss the issues a trader s Trading Around the Close ABSTRACT In this paper we discuss the issues a trader s - Start

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Trading Around the Close ABSTRACT In this paper we discuss the issues a trader s - Description

Speci64257cally we describe the auction mechanisms used by the exchanges including the order types o64256ered and preauction information that the exchanges publish We then provide an empirical analysis of trading volume auction imbalances and price ID: 3654 Download Pdf

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Trading Around the Close ABSTRACT In this paper we discuss the issues a trader s




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