The interaction between opening call auctions and ongoing trade: Evidence from the NYSE
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- Wood, Robert A & McInish, Thomas H & Ord, J Keith, 1985. " An Investigation of Transactions Data for NYSE Stocks," Journal of Finance, American Finance Association, vol. 40(3), pages 723-739, July.
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- Gerety, Mason S & Mulherin, J Harold, 1992. " Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close," Journal of Finance, American Finance Association, vol. 47(5), pages 1765-1784, December.
- 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 479-493, Winter.
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- Cushing, David & Madhavan, Ananth, 2000. "Stock returns and trading at the close," Journal of Financial Markets, Elsevier, vol. 3(1), pages 45-67, February.
- Brooks, Raymond M. & Su, Tie, 1997. "A Simple Cost Reduction Strategy for Small Liquidity Traders: Trade at the Opening," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(04), pages 525-540, December.
- Madhavan, Ananth & Panchapagesan, Venkatesh, 2000. "Price Discovery in Auction Markets: A Look Inside the Black Box," Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 627-658.
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