Nikita Gourianov

University of Oxford

South Parks Road

Oxford, OX1 3QZ

United Kingdom

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Scholarly Papers (1)

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Dynamical Regularities of US Equities Opening and Closing Auctions

Number of pages: 15 Posted: 13 Feb 2018
Damien Challet and Nikita Gourianov
CentraleSupélec and University of Oxford
Downloads 29 (472,853)

Abstract:

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auctions, US equities, linear response, imbalance, liquidity