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  • Search: subject:"Call Auction"
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Year of publication
Subject
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Auction 22 Auktion 22 Auktionstheorie 21 Börsenkurs 21 Auction theory 20 Share price 20 Call auction 19 Wertpapierhandel 18 Securities trading 17 call auction 13 Aktienmarkt 11 Börse 11 Bourse 10 Stock market 10 Volatility 10 Volatilität 10 Market microstructure 8 Efficient market hypothesis 7 Effizienzmarkthypothese 7 Marktmikrostruktur 7 Price discovery 6 Asymmetric information 5 Asymmetrische Information 5 Market quality 5 asymmetric information 5 experiment 5 market microstructure 5 price discovery 5 Closing call auction 4 Closing price 4 Electronic trading 4 Elektronisches Handelssystem 4 Experiment 4 High-Frequency Traders (HFTs) 4 India 4 Indien 4 Insiderhandel 4 Price efficiency 4 Bid-ask spread 3 Estimation 3
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Online availability
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Undetermined 24 Free 14
Type of publication
All
Article 35 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Working Paper 5 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Article 2 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 Thesis 1 research-article 1
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Language
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English 36 Undetermined 11
Author
All
Brünner, Tobias 5 Bellia, Mario 4 Pelizzon, Loriana 4 Subrahmanyam, Marti G. 4 Uno, Jun 4 Yuferova, Darya 4 Levínský, René 3 Anagnostidis, Panagiotis 2 Camilleri, Silvio John 2 Eom, Kyong Shik 2 Gaikwad, Vishal 2 Green, Christopher J. 2 He, Danyang 2 Hornung, Philipp 2 Ibikunle, Gbenga 2 Kwon, Kyungyoon 2 La, Sung Chae 2 Leopold-Wildburger, Ulrike 2 Levinsky, Rene 2 Mestel, Roland 2 Pagano, Michael S. 2 Palan, Stefan 2 Park, Jong-Ho 2 Peng, Lin 2 Pinfold, John F. 2 Rajesh, Acharya H. 2 Schwartz, Robert A. 2 Agarwalla, Sobhesh Kumar 1 Alexakis, Christos A. 1 Burridge, Hayley 1 Byrne, John A. 1 Chan, Chang 1 Chan, Shu Hui 1 Chen, Jing 1 Chen, Shu-Heng 1 Chen, Wei 1 Cheng, Mei-Hsing 1 Chiou, Calvin J. 1 Comerton-Forde, Carole 1 Derksen, Mike 1
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Institution
All
Financial Markets Conference <2015, New York> 1 Social- und Wirtschaftswissenschaftliche Fakultät, Karl-Franzens-Universität Graz 1 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 1
Published in...
All
Emerging Markets Finance and Trade 2 International Journal of Banking, Accounting and Finance 2 International review of financial analysis 2 Jena Economic Research Papers 2 Journal of Financial Regulation and Compliance 2 Journal of financial markets 2 Journal of international financial markets, institutions & money 2 Pacific-Basin finance journal 2 Praj̄nȧn : journal of social and management sciences 2 Quantitative finance 2 SAFE working paper 2 Applied economics 1 Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Economic modelling 1 Emerging markets review 1 Journal of Asian economics 1 Journal of Financial Markets 1 Journal of International Financial Markets, Institutions and Money 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Market microstructure and liquidity 1 Physica A: Statistical Mechanics and its Applications 1 Review of Quantitative Finance and Accounting 1 SAFE Working Paper 1 Springer eBook Collection 1 Taiwan Finance Association (TFA) 2017 Annual Conference 1 The European journal of finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Paper Series, Social and Economic Sciences 1 Working papers 1 Zicklin School of Business Financial Markets Series 1
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Source
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ECONIS (ZBW) 29 RePEc 11 EconStor 5 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 47
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Dynamic and static volatility interruptions: Evidence from the Korean stock markets
Eom, Kyong Shik; Kwon, Kyungyoon; La, Sung Chae; Park, … - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-19
We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions (VIs) in the Korean stock markets. The Korea Exchange introduced VIs to improve price formation, and to limit risk to investors from brief periods of abnormal volatility for...
Persistent link: https://www.econbiz.de/10013201408
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Dynamic and static volatility interruptions : evidence from the Korean stock markets
Eom, Kyong Shik; Kwon, Kyungyoon; La, Sung Chae; Park, … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-19
We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions (VIs) in the Korean stock markets. The Korea Exchange introduced VIs to improve price formation, and to limit risk to investors from brief periods of abnormal volatility for...
Persistent link: https://www.econbiz.de/10013161697
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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - In: The European journal of finance 29 (2023) 3, pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levinsky, Rene - 2020
novel call auction model with insider information. Our model predicts that more insider information improves informational … of insider information the call auction performs worse than continuous double auction. Testing these hypotheses in the … lab we find that insider information increases informational efficiency of call auction prices but does not decrease the …
Persistent link: https://www.econbiz.de/10012287906
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Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://www.econbiz.de/10012244863
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Cover Image
Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - 2020
novel call auction model with insider information. Our model predicts that more insider information improves informational … of insider information the call auction performs worse than continuous double auction. Testing these hypotheses in the … lab we find that insider information increases informational efficiency of call auction prices but does not decrease the …
Persistent link: https://www.econbiz.de/10012437539
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Cover Image
Call auction frequency and market quality : evidence from the Taiwan Stock Exchange
Twu, Mia; Wang, Jian-xin - In: Journal of Asian economics 57 (2018), pp. 53-62
Persistent link: https://www.econbiz.de/10012102781
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Call auction design and closing price manipulation : evidence from the Hong Kong stock exchange
Park, Seongkyu; Suen, Wing-chuen; Wan, Kam-Ming - In: Journal of financial markets 58 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013254028
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40 Years of Experience with the National Market System (NMS) : Who Are the Winners and What Have We Learned?
Schwartz, Robert A. (ed.); Byrne, John A. (ed.);  … - Financial Markets Conference <2015, New York> - 2022
Chapter 1. Thoughts and Perspectives on 40th Anniversary of the National Market System (NMS) -- Chapter 2. Technology’s Challenge to Regulators -- Chapter 3. The Global View -- Chapter 4. Has NMS-Induced Competition Delivered? -- Chapter 5. Fair and Level Playing Fields: A Good Regulatory...
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Persistent link: https://www.econbiz.de/10013270889
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Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian - In: Pacific-Basin finance journal 74 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
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