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Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - In: The European journal of finance 29 (2023) 3, pp. 255-277
Persistent link: https://www.econbiz.de/10014322519
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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), pp. 208-227
Persistent link: https://www.econbiz.de/10011474516
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Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
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Does random auction ending curb stock price manipulation?
Lin, Yiping; Michayluk, David; Zou, Mi - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10014490256
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The market quality effects of sub-second frequent batch auctions : evidence from dark trading restrictions
Zhang, Zeyu; Ibikunle, Gbenga - In: International review of financial analysis 89 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014465106
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On seller estimates and buyer returns
Gershkov, Alex; Toxvaerd, Flavio - In: Economic theory bulletin 1 (2013) 1, pp. 47-55
Persistent link: https://www.econbiz.de/10009785950
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Intraday volatility and the implementation of a closing call auction at Borsa Istanbul
Inci, Ahmet Can; Ozenbas, Deniz - In: Emerging markets review 33 (2017), pp. 79-89
Persistent link: https://www.econbiz.de/10011803326
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Call auction, continuous trading and closing price formation
Li, Jiayi; Luo, Sumei; Zhou, Guangyou - In: Quantitative finance 21 (2021) 6, pp. 1037-1065
Persistent link: https://www.econbiz.de/10012515635
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Pre-open call auction and price discovery : evidence from India
Rajesh, Acharya H.; Gaikwad, Vishal - In: Cogent economics & finance 2 (2014) 1, pp. 1-11
auction in the pre-open session from 18 October 2010. This paper analyzes the impact of introduction of pre-open call auction … result shows a decline in the market model R2 for both opening and closing returns of stocks forming the part of call auction … and also control sample. However, the magnitude of decline is less in the opening prices for the call auction stocks …
Persistent link: https://www.econbiz.de/10010489768
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Institutional investor inattention bias in auctioned IPOs
Chi, Yeguang; He, Jingbin; Ma, Xinru; Wu, Fei - In: Journal of banking & finance 150 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014428965