Volatility And Liquidity At Nyse Opening Calls: A Closer Look
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- Brooks, Raymond M. & Moulton, Jonathan, 2004. "The interaction between opening call auctions and ongoing trade: Evidence from the NYSE," Review of Financial Economics, Elsevier, vol. 13(4), pages 341-356.
- Raymond M. Brooks & Jonathan Moulton, 2004. "The interaction between opening call auctions and ongoing trade: Evidence from the NYSE," Review of Financial Economics, John Wiley & Sons, vol. 13(4), pages 341-356.
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