-opening period contributes to market quality, defined by price discovery and liquidity provision, in the opening auction. We use a … the pre-opening period, and contribute significantly to market quality in the pre-opening period, the opening auction that …

call auction on market quality at phases with high volatility or information asymmetry. The results suggest that the …. The volatility and volume still take about 30 minutes to stabilize and the auction attracts very little volume. There is … advantage, however, comes at the cost of immediacy. The impact of the introduction of call auction has not been found uniformly …

-opening period contributes to market quality, defined by price discovery and liquidity provision, in the opening auction. We use a … the pre-opening period, and contribute signifi- cantly to market quality in the pre-opening period, the opening auction …

, stock market volatility, and geopolitical risks. In particular, our aim is to determine whether these forms of uncertainty … volatility, which impact negatively in share prices, both in the short and long term. Regarding Brazil, the global uncertainty in …

data will better reflect the real volatility. This study also measures volatility of both conventional and Islamic stocks …

interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and … differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these …

speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk …

FIDESSA. In accordance with the market microstructure literature stating that fragmentation affects volatility at the …

This study investigates the impact of simultaneously replacing both midday single-price call auction and lunch break … with multi-price continuous trading on intraday volatility–volume patterns as well as the intraday volatility–volume nexus …) disturbance regression estimations. The results show that intraday volatility and trading volume form an inverse J-shape and are …