The interaction between opening call auctions and ongoing trade: Evidence from the NYSE-Reference-Cited by-同舟云学术

The interaction between opening call auctions and ongoing trade: Evidence from the NYSE

Published:2004-01 Issue:4 Volume:13 Page:341-356
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Review of Financial Economics

Author:

Brooks Raymond M.,Moulton Jonathan

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference23 articles.

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4. A simple cost reduction strategy for small liquidity traders: Trade at the opening;Brooks;Journal of Financial and Quantitative Analysis,1997

5. Comerton-Forde, C., Lau, S., & McInish, T. (2003). IPO madness, index rigging, and the introduction of an opening and closing call: The case of Singapore. (Working Paper). University of Memphis.

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4. Short sales in the NYSE batch open and NASDAQ opening cross;International Journal of Managerial Finance;2012-06-22

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