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Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis; Kanas, Angelos; Papachristou, … - In: Journal of international financial markets, … 38 (2015), pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
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Intraday volatility and the implementation of a closing call auction at Borsa Istanbul
Inci, Ahmet Can; Ozenbas, Deniz - In: Emerging markets review 33 (2017), pp. 79-89
Persistent link: https://www.econbiz.de/10011803326
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Call auction, continuous trading and closing price formation
Li, Jiayi; Luo, Sumei; Zhou, Guangyou - In: Quantitative finance 21 (2021) 6, pp. 1037-1065
Persistent link: https://www.econbiz.de/10012515635
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Optimal auction duration : a price formation viewpoint
Paul, Jusselin; Thibaut, Mastrolia; Mathieu, Rosenbaum - In: Operations research 69 (2021) 6, pp. 1734-1745
Persistent link: https://www.econbiz.de/10012815718
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Chapter 9. Market Microstructure
Stoll, Hans R. - 2003
short-run behavior of securities prices. Costs are reflected in the bid-ask spread (and related measures) and in commissions … markets, traders and the trading process, I review the theory of the bid–ask spread in Section 3 and examine the implications …
Persistent link: https://www.econbiz.de/10014023867
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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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Toward a fully continuous exchange
Kyle, Albert S.; Lee, Jeongmin - In: Oxford review of economic policy 33 (2017) 4, pp. 650-675
Persistent link: https://www.econbiz.de/10011952562
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A theory of "auction as a search" in speculative markets
Pani, Sudhanshu - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 337-374
Persistent link: https://www.econbiz.de/10012510321
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Private-value auction versus posted-price selling : an agent-based model approach
Boyer, Christopher N.; Brorsen, B. Wade; Fain, James R. - In: Intelligent systems in accounting finance and … 22 (2015) 4, pp. 249-262
Persistent link: https://www.econbiz.de/10011536589
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Posted prices, search and bargaining
Stacey, Derek - In: Review of economic dynamics 33 (2019), pp. 85-104
Persistent link: https://www.econbiz.de/10012312179