-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 …

We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions … investors from brief periods of abnormal volatility for individual stocks. We found that dynamic VI is effective in price …

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 opening auction. For the largest volume stocks, the opening auction …

deeper and more accurately these two findings by taking Italy as a case study. Our results question the so-called auction …