A rare move: The effects of switching from a closing call auction to a continuous trading-Reference-Cited by-同舟云学术

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A rare move: The effects of switching from a closing call auction to a continuous trading

Published:2019-12-04 Issue:3 Volume:40 Page:308-328
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Chang Ya‐Kai¹^ORCID,Chou Robin K.²³,Yang J. Jimmy⁴

Affiliation:

1. Department of Finance, College of BusinessChung Yuan Christian University Taoyuan City Taiwan

2. Department of FinanceNational Chengchi University Taipei City Taiwan

3. Risk and Insurance Research CenterNational Chengchi University Taipei City Taiwan

4. College of BusinessOregon State University Corvallis Oregon

Funder

Ministry of Science and Technology, Taiwan

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22081

Reference47 articles.

1. A Theory of Intraday Patterns: Volume and Price Variability

2. Sunshine Trading and Financial Market Equilibrium

3. Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange

4. The distribution of realized stock return volatility

5. All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

Cited by 5 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. Relationship between the Reduction of Opening Price Auction-process Time and Effect of Price Discovery;Korean Journal of Financial Studies;2023-04-30

2. Intraday analysis of regulation change in microstructure: evidence from an emerging market;International Journal of Emerging Markets;2021-06-09

3. Effectiveness of the conditional random‐end trading mechanism on the Korea Exchange: Normal trade and Option Shock;Journal of Futures Markets;2021-05-20

4. Call auction, continuous trading and closing price formation;Quantitative Finance;2021-02-02

5. Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong;Journal of Futures Markets;2020-02-13

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