ClosingAuction
收藏Mendeley Data2026-04-18 收录
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资源简介：
This is for the replication code for Jegadeesh and Wu (2021) on closing auctions. The primary data comes from the NYSE and Nasdaq exchanges. The detailed data information can be found here: https://www.nyse.com/market-data/real-time/imbalances (NYSE Order Imbalances) and https://www.nasdaq.com/solutions/net-order-imbalance-indicator-NEW (Nasdaq Order imbalances).
创建时间：
2021-10-25
