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The New York Stock Exchange | NYSE
@nyse.com
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16 days
16d
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Closing Auction: Immediate market impact, price drift and transaction cost of trading
In this analysis, we leverage NYSE's rich auction imbalance data to better understand market impact in and around the closing auction and provide insights on relationships among order sizes, market impact, and trading costs.
https://newsreadery.com/go/aaff87c48e9714afcb118c97386a497a
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