Orit Milo

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Price Discovery during Parallel Stocks and Options Preopening: Information Distortion and Hints of Manipulation

Number of pages: 41 Posted: 15 May 2014 Last Revised: 09 Feb 2018
Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and affiliation not provided to SSRN
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Abstract:

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Price discovery; Manipulation; Preopening; Liquidity