INFORMATION CONTENT OF STOCKS IN CALL AUCTION OF SHORTER DURATION IN EMERGING MARKET

INFORMATION CONTENT OF STOCKS IN CALL AUCTION OF SHORTER DURATION IN EMERGING MARKET

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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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Bibliographic Details
Main Author: Dinabandhu Bag
Format: Article
Language:English
Published: Nicolaus Copernicus University in Toruń 2020-06-01
Series:Copernican Journal of Finance & Accounting
Subjects:
auction
information
duration
volatility
Online Access:https://apcz.umk.pl/czasopisma/index.php/CJFA/article/view/30366

Internet

https://apcz.umk.pl/czasopisma/index.php/CJFA/article/view/30366

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