Tag: auction-mechanics
Concepts
- How The Auction Book Interacts With The Continuous Book
- Tie-Breaks: Minimum Surplus And Reference Price
- Auction Versus Continuous Trading Liquidity
- The Closing Auction
- Price Dislocation In The Closing Auction
- Direct Listings And The Reference Price
- Dutch Auction IPOs
- European Periodic Auction Books
- Gaming The Auction Imbalance
- Imbalance-Only And Auction-Only Orders
- How Imbalance Maps To The Auction Print
- Indicative Price Drift During The Call Phase
- MOC Cut-Offs And Late Order Rules
- Negotiated Crosses And Price Check Rules
- How Good Is Opening Auction Price Discovery?
- Paired And Unpaired Quantity
- Pre-Open Order Entry And Cancellation Rules
- Random End Times And Auction Extensions
- Static And Dynamic Price Bands
- Why The Closing Auction Keeps Growing