Rajesh, Acharya H.; Gaikwad, Vishal - In: Cogent economics & finance 2 (2014) 1, pp. 1-11
Premier stock exchanges in India, viz. National Stock Exchange of India and Bombay Stock Exchange, introduced call auction in the pre-open session from 18 October 2010. This paper analyzes the impact of introduction of pre-open call auction on price discovery at the open. Empirical analysis is...
