Call auction design and closing price manipulation : evidence from the Hong Kong stock exchange
Seongkyu "Gilbert" Park, Wing Suen, Kam-Ming Wan
| Year of publication: |
2022
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|---|---|
| Authors: | Park, Seongkyu ; Suen, Wing-chuen ; Wan, Kam-Ming |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 58.2022, p. 1-19
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| Subject: | Call auction design | Closing price manipulation | Overnight price reversal | CBBC | Sniping | Hongkong | Hong Kong | Börsenkurs | Share price | Auktion | Auction | Manipulation | Auktionstheorie | Auction theory | Wertpapierhandel | Securities trading | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2021.100700 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013254028