citations.bib

%% Citations for MEV Auction
%% Zotero 

@article{ausubelDemandReductionInefficiency2014,
  title = {Demand {{Reduction}} and {{Inefficiency}} in {{Multi-Unit Auctions}}},
  author = {Ausubel, Lawrence M. and Cramton, Peter and Pycia, Marek and Rostek, Marzena and Weretka, Marek},
  year = {2014},
  journal = {The Review of Economic Studies},
  volume = {81},
  number = {4 (289)},
  eprint = {43551738},
  eprinttype = {jstor},
  pages = {1366--1400},
  publisher = {[Oxford University Press, The Review of Economic Studies, Ltd.]},
  issn = {0034-6527},
  url = {https://www.jstor.org/stable/43551738}
}

@techreport{ausubelDesignSuitableAuction2011,
  title = {Design of a {{Suitable Auction Format}} for {{Competitive Sale}} of {{Alternative Energy Leases}} on the {{OCS}} ({{AE Auction Design Study}}, {{Paper}} 2 of 3) {{Multiple Factor Auction Design}} for {{Wind Rights}}},
  author = {Ausubel, Lawrence and Cramton, Peter},
  year = {2011},
  url = {https://www.boem.gov/sites/default/files/uploadedFiles/BOEM/Renewable_Energy_Program/Regulatory_Information/AusubelCramtonPaper2.pdf},
  urldate = {2023-01-02}
}

@techreport{ausubelDesignSuitableAuction2011a,
  title = {Design of a {{Suitable Auction Format}} for {{Competitive Sale}} of {{Alternative Energy Leases}} on the {{OCS}} ({{AE Auction Design Study}}, {{Paper}} 2 of 3) {{Multiple Factor Auction Design}} for {{Wind Rights}}},
  author = {Ausubel, Lawrence and Cramton, Peter},
  year = {2011},
  url = {https://www.boem.gov/sites/default/files/uploadedFiles/BOEM/Renewable_Energy_Program/Regulatory_Information/AusubelCramtonPaper2.pdf},
  urldate = {2023-01-02}
}

@article{backAuctionsDivisibleGoods1993,
  title = {Auctions of {{Divisible Goods}}: {{On}} the {{Rationale}} for the {{Treasury Experiment}}},
  shorttitle = {Auctions of {{Divisible Goods}}},
  author = {Back, Kerry and Zender, Jaime F.},
  year = {1993},
  month = oct,
  journal = {Review of Financial Studies},
  volume = {6},
  number = {4},
  pages = {733--764},
  issn = {0893-9454, 1465-7368},
  doi = {10.1093/rfs/6.4.733},
  url = {https://academic.oup.com/rfs/article-lookup/doi/10.1093/rfs/6.4.733}
}

@article{backAuctionsDivisibleGoods2001a,
  title = {Auctions of Divisible Goods with Endogenous Supply},
  author = {Back, Kerry and Zender, Jaime F.},
  year = {2001},
  month = oct,
  journal = {Economics Letters},
  volume = {73},
  number = {1},
  pages = {29--34},
  issn = {01651765},
  doi = {10.1016/S0165-1765(01)00465-7},
  url = {https://linkinghub.elsevier.com/retrieve/pii/S0165176501004657}
}

@article{Park21,
	author = {Park, Andreas},
	date-added = {2021-09-10 15:09:57 -0400},
	date-modified = {2021-09-10 15:10:02 -0400},
	journal = {Available at SSRN 3805750},
	title = {The Conceptual Flaws of Constant Product Automated Market Making},
	year = {2021}
}

@article{FH21,
	author = {F{\'e}lez-Vi{\~n}as, Ester and Hagstr{\"o}mer, Bj{\"o}rn},
	date-added = {2021-09-10 13:59:52 -0400},
	date-modified = {2021-09-10 13:59:56 -0400},
	journal = {Financial Review},
	number = {3},
	pages = {385--406},
	publisher = {Wiley Online Library},
	title = {Do volatility extensions improve the quality of closing call auctions?},
	volume = {56},
	year = {2021}
}

@article{PS03,
	author = {Pagano, Michael S and Schwartz, Robert A},
	date-added = {2021-09-10 13:57:48 -0400},
	date-modified = {2021-09-10 13:57:52 -0400},
	journal = {Journal of Financial Economics},
	number = {3},
	pages = {439--484},
	publisher = {Elsevier},
	title = {A closing call's impact on market quality at Euronext Paris},
	volume = {68},
	year = {2003}
}

@article{HS04,
	author = {Hillion, Pierre and Suominen, Matti},
	date-added = {2021-09-10 13:56:47 -0400},
	date-modified = {2021-09-10 13:56:54 -0400},
	journal = {Journal of Financial Markets},
	number = {4},
	pages = {351--375},
	publisher = {Elsevier},
	title = {The manipulation of closing prices},
	volume = {7},
	year = {2004}
}