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A probability approach to multiple criteria ABC analysis with misclassification tolerance

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Robust integrated planning for LEO satellite network design and service operations

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Opening and closing price efficiency : do financial markets need the call auction?

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Jumps in foreign exchange spot rates and the informational efficiency of currency forwards

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Order aggressiveness and flash crashes

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Opening and closing price efficiency: Do financial markets need the call auction?

Ibikunle, Gbenga - In: Journal of International Financial Markets, … 34 (2015) C, pp. 208-227

We model 73.62 million London Stock Exchange (LSE) trades and show that the LSE's high rate of failure to open at the opening auction only relates to low volume stocks. Low volume stock traders avoid trading until the open; this seems connected to their evading the informed trading-dominated...

Persistent link: https://www.econbiz.de/10011189477