Work

The influence of call auction algorithm rules on market efficiency

Year: 2006

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/j.finmar.2006.02.001

Authors: Carole Comerton-Forde, James Rydge

Institution: The University of Sydney

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2020133972

FWCI: 6.238

Cites: 25

Cited by: 69

Related to: 10