On Frequent Batch Auctions for Stocks
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下载链接：
https://www.nber.org/papers/w26341
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资源简介：
I show that frequent batch auctions for stocks have the potential to reduce the severity of stock price crashes when they occur. For a given sequence of orders from a continuous electronic limit order book market, matching orders using one second apart batch auctions results in nearly the same
提供机构：
美国国家经济研究局
创建时间：
2019-10-01
