Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Year of publication: |
2022
|
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Authors: | Han, Qian ; Zhao, Chengzhi ; Chen, Jing ; Guo, Qian |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 74.2022, p. 1-20
|
Subject: | Closing call auction | Closing Price manipulation | Market liquidity | Market volatility | Auktion | Auction | Wertpapierhandel | Securities trading | Marktliquidität | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Auktionstheorie | Auction theory | Börse | Bourse | Marktmikrostruktur | Market microstructure |
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