Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Qian Han, Chengzhi Zhao, Jing Chen, Qian Guo
| Year of publication: |
2022
|
|---|---|
| Authors: | Han, Qian ; Zhao, Chengzhi ; Chen, Jing ; Guo, Qian |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 74.2022, p. 1-20
|
| Subject: | Closing call auction | Closing Price manipulation | Market liquidity | Market volatility | Auktion | Auction | Volatilität | Volatility | Wertpapierhandel | Securities trading | Marktliquidität | Aktienmarkt | Stock market | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Shanghai | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101821 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013389486