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Noise and aggregation of information in large markets

García, Diego; Urošević, Branko - In: Journal of financial markets 16 (2013) 3, pp. 526-549

Persistent link: https://www.econbiz.de/10010348519

Opening and closing price efficiency : do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of international financial markets, … 34 (2015), pp. 208-227

Persistent link: https://www.econbiz.de/10011474516

Insider trading and portfolio structure in experimental asset markets with a long-lived asset

Krahnen, Jan Pieter; Rieck, Christian; Theissen, Erik - In: The European journal of finance 5 (1999) 1, pp. 29-50

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Insider trading and portfolio structure in experimental asset markets with a long lived asset

Krahnen, Jan Pieter - 1997

Persistent link: https://www.econbiz.de/10000975211

Opening and Closing Price Efficiency : Do Financial Markets Need the Call Auction?

Ibikunle, Gbenga - 2016

We model 73.62 million London Stock Exchange (LSE) trades and show that the LSE's high rate of failure to open at the opening auction only relates to low volume stocks. Low volume stock traders avoid trading until the open; this seems connected to their evading the informed trading-dominated...

Persistent link: https://www.econbiz.de/10013006656