ClosingAuction
收藏DataCite Commons2025-04-01 更新2025-04-16 收录
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https://data.mendeley.com/datasets/dcrnzrmfxy
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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).
提供机构：
Mendeley
创建时间：
2021-10-25
