Keywords: Call auctions
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Managerial Finance (2015) 41 (1): 67–79.
Published: 12 January 2015
...Silvio John Camilleri Purpose – The purpose of this paper is to empirically investigate whether call auctions which batch orders for simultaneous execution, may restrain stock market volatility. Design/methodology/approach – The authors use high-frequency data to investigate volatility...

or Create an Account

Close subscription notice
Close access options