The Effects of Opening and Closing Procedures on the NYSE and Nasdaq
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Elsevier BV
Reference8 articles.
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Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Who trades at the close? Implications for price discovery and liquidity;Journal of Financial Markets;2023-11
2. Measuring price discovery: The variance ratio, the R2, and the weighted price contribution;Finance Research Letters;2011-09
3. Measuring closing price manipulation;Journal of Financial Intermediation;2011-04
4. Intraday characteristics of stock price crashes;Applied Financial Economics;2009-08
5. An analysis of the opening mechanisms of Exchange Traded Fund markets;The Quarterly Review of Economics and Finance;2009-05
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