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Pre-opening periods in fragmented markets

Author

Listed:
  • Selma Boussetta

    (GREThA - Groupe de Recherche en Economie Théorique et Appliquée - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique)

  • Laurence Lescourret

    (ESSEC Business School)

  • Sophie Moinas
Abstract
No abstract is available for this item.

Suggested Citation

  • Selma Boussetta & Laurence Lescourret & Sophie Moinas, 2017. "Pre-opening periods in fragmented markets," Post-Print hal-03187888, HAL.
    • Handle: RePEc:hal:journl:hal-03187888
    as

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    Cited by:

    1. Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017. "Coming early to the party," SAFE Working Paper Series 182, Leibniz Institute for Financial Research SAFE.
      • Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Coming early to the party," Working Papers 2020:11, Department of Economics, University of Venice "Ca' Foscari".
    2. Damien Challet & Nikita Gourianov, 2018. "Dynamical regularities of US equities opening and closing auctions," Post-Print hal-01702726, HAL.
    3. Damien Challet, 2018. "Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions," Papers 1807.00573, arXiv.org.

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