A call auction's impact on price formation and order routing : evidence from the NASDAQ stock market
Michael S. Pagano, Lin Peng, Robert A. Schwartz
| Year of publication: |
2013
|
|---|---|
| Authors: | Pagano, Michael S. ; Peng, Lin |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 16.2013, 2, p. 331-361
|
| Subject: | Opening price | Closing price | Price discovery | Intra-day volatility | Market microstructure | Equity markets | Call auction | NASDAQ | Optionsgeschäft | Option trading | Marktmikrostruktur | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009750776