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Distribution of price and volume in a call auction

20260 citationsJournal Article

Authors

Martin Smíd · Czech Academy of Sciences, Institute of Information Theory and Automation

Aleš Antonín Kuběna · Czech Academy of Sciences, Institute of Information Theory and Automation

Topics & Keywords

Auction Theory and Applications Consumer Market Behavior and Pricing Game Theory and Voting Systems

Publication Details

Published in: Quantitative Finance

DOI: 10.1080/14697688.2026.2636565

Field-Weighted Citation Impact: 0.00

Distribution of price and volume in a call auction | Researchclopedia