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Price synchronicity: The closing call auction and the London stock market

โœ Scribed by Patricia Chelley-Steeley


Book ID
116575327
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
207 KB
Volume
19
Category
Article
ISSN
1042-4431

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๐Ÿ“œ SIMILAR VOLUMES


The stock closing calland futures price
โœ Hsiu-Chuan Lee; Cheng-Yi Chien; Yen-Sheng Huang ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 292 KB

## Abstract This study examines the behavior of futures prices around stock market close before and after changes to the batching period of the stock closing call. On July 1, 2002, the Taiwan Stock Exchange expanded the length of the batching period roughly 10โ€fold, from an average of 30 seconds to