Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Sobhesh Kumar Agarwalla, Joshy Jacob, Ajay Pandey
| Year of publication: |
May 2015
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| Authors: | Agarwalla, Sobhesh Kumar ; Jacob, Joshy ; Pandey, Ajay |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 39.2015, p. 167-178
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| Subject: | Call auction | Market opening | Market efficiency | Intraday behavior | Emerging markets | Auktion | Auction | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Indien | India | Börsenkurs | Share price | Aktienmarkt | Stock market | Finanzmarktregulierung | Financial market regulation | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.01.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573174