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Problemy Upravleniya, 2008, Issue 2, Pages 30–33 (Mi pu142)  
Control in the socio-economic systems

Stock market price gaps: classification and properties

A. G. Spiro

Institute of Control Sciences, Russian Academy of Sciences
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Abstract: The phenomenon of stock price gap at the beginning of a stock exchange auction is examined. The paper classifies the gaps, discusses their properties and offers a mathematical description. A case study of Gasprom stock price gap analysis at Russian Trading System stock exchange is included.
Document Type: Article
UDC: 336.761.54
Language: Russian
Citation: A. G. Spiro, “Stock market price gaps: classification and properties”, Probl. Upr., 2008, no. 2, 30–33
Citation in format AMSBIB
\Bibitem{Spi08}
\by A.~G.~Spiro
\paper Stock market price gaps: classification and properties
\jour Probl. Upr.
\yr 2008
\issue 2
\pages 30--33
\mathnet{http://mi.mathnet.ru/pu142}
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