Information revelation in the Greek exchange opening call: Daily and intraday evidence
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DOI: 10.1016/j.intfin.2015.05.014
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- Batten, Jonathan A. & Lucey, Brian M. & Peat, Maurice, 2016. "Gold and silver manipulation: What can be empirically verified?," Economic Modelling, Elsevier, vol. 56(C), pages 168-176.
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Keywords
Market microstructure; Opening price; Call auction; Price discovery; Order aggressiveness;All these keywords.
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