Call of duty: Designated market maker participation in call auctions
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- Theissen, Erik & Westheide, Christian, 2020. "Call of duty: Designated market maker participation in call auctions," Journal of Financial Markets, Elsevier, vol. 49(C).
- Theissen, Erik & Westheide, Christian, 2021. "Call of duty: Designated market maker participation in call auctions," SAFE Working Paper Series 319, Leibniz Institute for Financial Research SAFE.
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Cited by:
- Ekaterina Serikova, 2019. "The Role of Daytime Stock Auctions in Intraday Return Seasonality," Working Papers on Finance 1914, University of St. Gallen, School of Finance.
- Twu, Mia & Wang, Jianxin, 2018. "Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange," Journal of Asian Economics, Elsevier, vol. 57(C), pages 53-62.
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More about this item
Keywords
Designated market makers; Call auctions;JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2016-10-09 (Market Microstructure)
- NEP-REG-2016-10-09 (Regulation)
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