Narrow search
Showing 1 - 10 of 105,731
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias; Levínský, René - 2020
novel call auction model with insider information. Our model predicts that more insider information improves informational … of insider information the call auction performs worse than continuous double auction. Testing these hypotheses in the … lab we find that insider information increases informational efficiency of call auction prices but does not decrease the …
Persistent link: https://www.econbiz.de/10012437539
Cover Image
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
Cover Image
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
Cover Image
Coming early to the party
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2017 - This Version: September 15, 2017
We examine the strategic behavior of High Frequency Traders (HFTs) during the pre-opening phase and the opening auction …
Persistent link: https://www.econbiz.de/10011723400
Cover Image
Coming early to the party
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://www.econbiz.de/10012244860
Cover Image
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