Joffrey Derchu

Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique

Route de Saclay

Palaiseau, 91128

France

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AHEAD: Ad Hoc Electronic Auction Design

Number of pages: 53 Posted: 28 Dec 2020
Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique, affiliation not provided to SSRN, Ecole Polytechnique, Palaiseau - CMAP CNRS-UMR 7641 and Ecole Polytechnique and Ecole Polytechnique, Palaiseau
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Abstract:

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Market microstructure, market design, ļ¬nancial regulation, ad-hoc auctions, periodic auctions, limit order book, Nash equilibrium