Strategic Behaviour and Indicative Price Diffusion in Paris Stock Exchange Auctions

DOI10.1007/978-3-030-11364-3_1zbMath1422.91296arXiv1807.00573OpenAlexW2810860095MaRDI QIDQ5227349

Damien Challet

Publication date: 26 July 2019

Published in: New Economic Windows (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.00573

zbMATH Keywords

French equitiesindicative price diffusionParis stock exchange auctions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)

Cites Work

• The timing of bid placement and extent of multiple bidding: an empirical investigation using ebay online auctions

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