The interaction between opening call auctions and ongoing trade: Evidence from the NYSE
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Bibliographic InfoArticle provided by Elsevier in its journal Review of Financial Economics.
Volume (Year): 13 (2004)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/locate/inca/620170
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- Lee, Jie-Haun & Lin, Ji-Chai, 1995. "Volatility and Liquidity at NYSE Opening Calls: A Closer Look," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 18(4), pages 479-93, Winter.
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- W. Paul Spurlin & Bonnie F. Van Ness & Robert Van Ness, 2012. "Short sales in the NYSE batch open and NASDAQ opening cross," International Journal of Managerial Finance, Emerald Group Publishing, vol. 8(3), pages 219-237.
- Chelley-Steeley, Patricia, 2009. "Price synchronicity: The closing call auction and the London stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 777-791, December.
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