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Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets

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  • Weiyu Kuo
  • Yu‐Ching Li

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  • Weiyu Kuo & Yu‐Ching Li, 2011. "Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets," International Review of Finance, International Review of Finance Ltd., vol. 11(4), pages 417-444, December.
    • Handle: RePEc:bla:irvfin:v:11:y:2011:i:4:p:417-444
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    2. Kendall, Chad, 2018. "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, vol. 176(C), pages 118-157.
    3. Twu, Mia & Wang, Jianxin, 2018. "Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange," Journal of Asian Economics, Elsevier, vol. 57(C), pages 53-62.

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