Order Imbalances at Closing Auctions and Subsequent Reversals
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Closing Auctions: Information Content and Timeliness of Price Reaction
Yanbin Wu; Narasimhan Jegadeesh
University of Florida- Emory University
- Emory University - Goizueta Business School
- University of Florida - Department of Finance, Insurance and Real Estate
- Emory University - Department of Finance
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