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The influence of call auction algorithm rules on market efficiency
Comerton-Forde, Carole; Rydge, James - In: Journal of financial markets 9 (2006) 2, pp. 199-222
Persistent link: https://www.econbiz.de/10003326723
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Not all call auctions are created equal : evidence from Hong Kong
Comerton-Forde, Carole; Rydge, James; Burridge, Hayley - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 395-413
Persistent link: https://www.econbiz.de/10003600299
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Call auction algorithm design and market manipulation
Comerton-Forde, Carole; Rydge, James - In: Journal of multinational financial management 16 (2006) 2, pp. 184-198
Persistent link: https://www.econbiz.de/10003300837