Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Year of publication: |
May 2015
|
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Authors: | Agarwalla, Sobhesh Kumar ; Jacob, Joshy ; Pandey, Ajay |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 39.2015, p. 167-178
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Subject: | Call auction | Market opening | Market efficiency | Intraday behavior | Emerging markets | Aktienmarkt | Stock market | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Auktion | Auction | Schwellenländer | Emerging economies | Börsenkurs | Share price | Schätzung | Estimation | Auktionstheorie | Auction theory | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Optionsgeschäft | Option trading |
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