A rare move: The effects of switching from a closing call auction to a continuous trading
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DOI: 10.1002/fut.22081
Abstract: This study investigates the effects of switching to a closing continuous trading (CCT) on market quality, while considering the trading behaviors of different types of traders. Investors become more patient in the period preceding the… read more here.
Keywords: move effects; effects switching; continuous trading; trading ... See more keywords