The Toronto Stock Exchange preopening session
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Cited by:
- Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F. P. Luttmer & Kelly Shue, 2016.
"Screening Peers Softly: Inferring the Quality of Small Borrowers,"
Management Science, INFORMS, vol. 62(6), pages 1554-1577, June.
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- Asim Khwaja & Rajkamal Iyer & Erzo Luttmer & Kelly Shue, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," CID Working Papers 259, Center for International Development at Harvard University.
- Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Working Paper Series rwp13-017, Harvard University, John F. Kennedy School of Government.
- Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017.
"Coming early to the party,"
SAFE Working Paper Series
182, Leibniz Institute for Financial Research SAFE.
- Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020. "Coming early to the party," Working Papers 2020:11, Department of Economics, University of Venice "Ca' Foscari".
- Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2012. "A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality," Working Paper Series, Social and Economic Sciences 2012-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- Selma Boussetta, 2017.
"The role of pre-opening mechanisms in fragmented markets,"
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hal-02156145, HAL.
- Selma Boussetta, 2019. "The role of pre-opening mechanisms in fragmented markets," Post-Print hal-02156212, HAL.
- Selma Boussetta, 2019. "The role of pre-opening mechanismsin fragmented markets," Post-Print hal-02156204, HAL.
- Selma Boussetta, 2018. "The role of pre-opening mechanisms in fragmented markets," Post-Print hal-02156137, HAL.
- Selma Boussetta & Laurance Lescourret & Sophie Moinas, 2018. "The Role of Pre-Opening Mechanisms in Fragmented Markets," EconPol Working Paper 12, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Selma Boussetta, 2018. "The role of pre-ppening mechanisms in fragmented markets," Post-Print hal-02156118, HAL.
- Comerton-Forde, Carole & Rydge, James, 2006. "The influence of call auction algorithm rules on market efficiency," Journal of Financial Markets, Elsevier, vol. 9(2), pages 199-222, May.
- Ryan J. Davies, 2001. "Matching and the Estimated Impact of Inter-listing (updated July 2003)," ICMA Centre Discussion Papers in Finance icma-dp2001-11, Henley Business School, University of Reading, revised Jun 2003.
- Silvio John Camilleri, 2015.
"The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 44-53, April.
- Camilleri, Silvio John, 2015. "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," MPRA Paper 63240, University Library of Munich, Germany, revised 2015.
- Chen, Tao & Cai, Jun & Ho, Richard Y.K., 2009. "Intraday information efficiency on the Chinese equity market," China Economic Review, Elsevier, vol. 20(3), pages 527-541, September.
- Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
- Moshirian, Fariborz & Nguyen, Huong Giang (Lily) & Pham, Peter Kien, 2012. "Overnight public information, order placement, and price discovery during the pre-opening period," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2837-2851.
- Wang, Jianxin & Yang, Minxian, 2011. "Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets," Journal of Financial Markets, Elsevier, vol. 14(1), pages 82-108, February.
- Bruno Biais & Christophe Bisière & Sébastien Pouget, 2014.
"Equilibrium Discovery and Preopening Mechanisms in an Experimental Market,"
Management Science, INFORMS, vol. 60(3), pages 753-769, March.
- Biais, Bruno & Bisière, Christophe & Pouget, Sébastien, 2009. "Equilibrium Discovery and Preopening Mechanisms in an Experimental Market," TSE Working Papers 09-001, Toulouse School of Economics (TSE).
- Biais, Bruno & Bisière, Christophe & Pouget, Sébastien, 2009. "Equilibrium Discovery and Preopening Mechanisms in an Experimental Market," IDEI Working Papers 543, Institut d'Économie Industrielle (IDEI), Toulouse.
- Laurence Lescourret, 2017. "Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ," European Financial Management, European Financial Management Association, vol. 23(4), pages 761-806, September.
- Comerton-Forde, Carole & Ting Lau, Sie & McInish, Thomas, 2007. "Opening and closing behavior following the introduction of call auctions in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 18-35, January.
- Arzé Karam, 2022. "Dealers' incentives to reveal their names," The Financial Review, Eastern Finance Association, vol. 57(1), pages 27-44, February.
- Silvio John Camilleri & Christopher J. Green, 2009.
"The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India,"
International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
- Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
- Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
- Laurence Lescourret, 2012.
"Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session,"
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- Lescourret, Laurence, 2012. "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers WP1212, ESSEC Research Center, ESSEC Business School.
- Dan Bernhardt & Bart Taub, 2006. "Kyle v. Kyle (’85 v. ’89)," Annals of Finance, Springer, vol. 2(1), pages 23-38, January.
- Ingrid Lo & Stephen Sapp, 2011. "Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market," Staff Working Papers 11-8, Bank of Canada.
- Mao, Wen & Pagano, Michael S., 2011. "Specialists as risk managers: The competition between intermediated and non-intermediated markets," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 51-66, January.
- Lo, Ingrid & Sapp, Stephen G., 2010.
"Order aggressiveness and quantity: How are they determined in a limit order market?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
- Ingrid Lo & Stephen Sapp, 2007. "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers 07-23, Bank of Canada.
- Anagnostidis, Panagiotis & Kanas, Angelos & Papachristou, George, 2015. "Information revelation in the Greek exchange opening call: Daily and intraday evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 167-184.
- Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009.
"Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange,"
Journal of Empirical Finance, Elsevier, vol. 16(5), pages 777-792, December.
- Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005. "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche 0533, CIRPEE.
- Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2005. "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Working Papers 05-9, HEC Montreal, Canada Research Chair in Risk Management.
- Barclay, Michael J. & Hendershott, Terrence, 2008. "A comparison of trading and non-trading mechanisms for price discovery," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 839-849, December.
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