The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market
Year of publication: |
2008
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Authors: | Pagano, Michael S. ; Peng, Lin ; Schwartz, Robert A. |
Institutions: | Center for Financial Studies |
Subject: | Opening Price | Closing Price | Price Discovery | Intra-Day Volatility | Market Microstructure | Equity Markets | Call Market | Nasdaq |
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