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Showing posts with label
Price Discovery
.
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Showing posts with label
Price Discovery
.
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Monday, February 13, 2023
The Closing Auction | Price Discovery, Liquidity, and Disagreement
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The closing auction accounts for a striking 7.5% of daily volume in 2018, up from 3.1% in 2010. The growth of indexing and ETFs shifts tra...
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