INFORMATION CONTENT OF STOCKS IN CALL AUCTION OF SHORTER DURATION IN EMERGING MARKET
Pre-open auctions have been widely implemented across trading exchanges. Pre-open auctions tend to reduce information asymmetry and trading risks. Call auctions have been encouraged to enhance price discovery. This paper explores the shifts in information content of the pre-market auction session ov...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Nicolaus Copernicus University in Toruń
2020-06-01
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| coleção: | Copernican Journal of Finance & Accounting |
| Assuntos: | |
| Acesso em linha: | https://apcz.umk.pl/CJFA/article/view/30366 |
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