Browsing NTNU Open by Author "Gourianov, Nikita"
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Statistical Properties of Opening and Closing Auctions of U.S. Bourses
Gourianov, Nikita (Master thesis, 2017)Major stock exchanges typically open and close by employing so-called single-price auctions. The auctions work by gathering orders through a pre-auction period, finding the price that match the greatest quantity of buy and ...