Characterizing limit order books in call auctions of a stock market

• Shota Nagumo ,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: shota.nagumo.0614@gmail.com

  Affiliation Department of Systems Innovation, Graduate School of Engineering, The University of Tokyo, Tokyo, Japan

  https://orcid.org/0009-0003-4322-7678

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• Takashi Shimada

  Roles Conceptualization, Investigation, Supervision, Writing – original draft, Writing – review & editing

  Affiliations Department of Systems Innovation, Graduate School of Engineering, The University of Tokyo, Tokyo, Japan, Mathematics and Informatics Center, The University of Tokyo, Tokyo, Japan

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