Netherlands
University of Amsterdam - Korteweg-de Vries Institute for Mathematics
MiFID II, price formation, price efficiency, tick size, closing auction, closing prices
Contingent Capital Pricing, Accounting Noise, Coco Triggers, Coco Design, Risk Taking Incentives, Investment Incentives
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
accounting noise, Coco design, Coco triggers, Contingent capital pricing, Investment incentives, risk taking incentives
Closing auction, Closing prices, Stochastic models, Price formation, Heavy tails
