收盘竞价中的订单不平衡与之后的价格反转

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学术论文

Closing Auctions: Information Content and Timeliness of Price Reaction

作者Closing Auctions: Information Content and Timeliness of Price Reaction [点击查看论文]

机构
  • 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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