sharpens the picture of intra-day volatility accentuations: they are concentrated within the first two minutes after the open … Nasdaq’s calls have reduced this volatility, reorganized order flow, and lowered volatility persistence. Opening and closing … innovation -- Opening Price ; Closing Price ; Price Discovery ; Intra-Day Volatility ; Market Microstructure ; Equity Markets …

dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash … that the presence of high-frequency trading increases market volatility and plays a fundamental role in the generation of …