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Liquidity in limit order book markets and single price auctions with imperfect competition

Röell, Ailsa - 1998

Persistent link: https://www.econbiz.de/10001418681

Transparency and liquidity : a comparison of auction and dealer markets with informed trading

Pagano, Marco; Röell, Ailsa - 1992

Persistent link: https://www.econbiz.de/10000922073

Transparency and liquidity : a comparison of auction and dealer markets with informed trading

Pagano, Marco - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 579-611

Persistent link: https://www.econbiz.de/10001205896

Auction and dealership markets : what is the difference?

Pagano, Marco - In: European economic review : EER 36 (1992) 2, pp. 613-623

Persistent link: https://www.econbiz.de/10001122889

Auction markets, dealership markets and execution risk

Pagano, Marco - In: Financial markets' liberalisation and the role of banks, (pp. 200-212). 1993

Persistent link: https://www.econbiz.de/10001282494

Auction markets, dealership markets and execution risk

Pagano, Marco; Röell, Ailsa - 1990

Persistent link: https://www.econbiz.de/10013444270

The quality of price formation at market openings and closings : evidence from the Nasdaq stock market

Pagano, Michael S.; Peng, Lin; Schwartz, Robert A. - 2008

We assess the quality of opening and closing prices for Nasdaq stocks by examining the effect that opening and closing call auctions (introduced in 2004) have had on price formation. Our use of measurement intervals of one minute or less sharpens the picture of intra-day volatility...

Persistent link: https://www.econbiz.de/10003831253