Shifting Volumes to the Close: Consequences for Price Discovery and Market Quality
Author:
Publisher
Elsevier BV
Reference28 articles.
1. A theory of intraday patterns: Volume and price variability;A R Admati;The Review of Financial Studies,1988
2. Sunshine trading and financial market equilibrium;A R Admati;The Review of Financial Studies,1991
3. Closing call auctions and liquidity;M Aitken;Accounting and Finance,2005
4. Who trades at the close? Implications for price discovery and liquidity;V Bogousslavsky;Journal of Financial Markets,2023
5. Leaning for the tape: Evidence of gaming behavior in equity mutual funds;M M Carhart;The Journal of Finance,2002
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