Call auctions: A Solution to some difficulties in Indian finance
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- Susan Thomas, 2010. "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers id:2597, eSocialSciences.
- Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- India's privatisation problem
by Ajay Shah in Ajay Shah's blog on 2011-06-11 00:47:00
- India’s Privatisation Problem
by Ajay Shah in Citizen Economists on 2011-06-13 16:40:34
- Obtaining liquidity for illiquid stocks
by Ajay Shah in Ajay Shah's blog on 2013-04-06 17:24:00
- Obtaining liquidity for illiquid stocks
by Ajay Shah in Citizen Economists on 2013-04-08 22:00:45
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nidhi Aggarwal & Susan Thomas, 2011. "When do stock futures dominate price discovery," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-016, Indira Gandhi Institute of Development Research, Mumbai, India.
- Nidhi Aggarwal & Susan Thomas, 2014. "The causal impact of algorithmic trading on market quality," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-023, Indira Gandhi Institute of Development Research, Mumbai, India.
- Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015. "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 167-178.
- Sangram Keshari Jena & Ashutosh Dash, 2015. "Is call auction efficient for better price discovery?," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 5(8), pages 102-113, August.
More about this item
KeywordsMarket microstructure; call auctions; illiquid securities; circuit breakers;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G19 - Financial Economics - - General Financial Markets - - - Other
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