Browsing by Subject Call Auction

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Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2010Impact of the Introduction of Call Auction on price discovery: Evidence from the Indian Stock Market Using High-Frequency DataAgarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay
2015Pre-Opening Call Auction of Stock Price Discovery using Multivariate Lognormal Montecarlo SimulationGoel, Saurabh; Bag, Dinabandhu