Equity auction dynamics: latent liquidity models with activity acceleration

Fuente: arXiv

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Bibliographic Details
Main Authors:	Salek, Mohammed, Challet, Damien, Toke, Ioane Muni
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.06724