Since Toronto became the first stock exchange to computerize its execution system in 1977,
electronic trading has been instituted in Tokyo (1982), Paris (1986), Australia (1990), …

… This book had its origin in a symposium, Electronic Call Market Trading, that was held at
New York University's Salomon Center on April 20, 1995. Nearly 150 people from 16 different …

The probability of execution in electronic call markets is dependent on the matching algorithm
used and the characteristics of underlying order flow. A high probability of execution can …

… Coming on the back of well over a century's worth of development in continuous trading of
securities, the relatively recent arrival of electronic call market trading is a shock to the system. …

… This book had its origin in a symposium, Electronic Call Market Trading, that was held at
New York University's Salomon Center on April 20, 1995. Nearly 150 people from 16 different …

… Market researchers have called for the implementation of electronic call market trading in
continuous markets such as the New York Stock Exchange and Nasdaq to enhance the …

Recent microstructure literature has indicated that, due to their speed advantage, high
frequency traders (HFTs) are able to react first to news and price changes, thus inducing …

A call auction is an order-driven facility which, in contrast with continuous trading, batches
multiple orders together for simultaneous execution in a multilateral trade, at a single price, at …

A call auction is a form of trading that died out in the pre-computer age but has made its
reentrance in electronic markets and is currently a significant component of major stock markets …

… Also see Nicholas Economides and Robert Schwartz, "Electronic Call Market Trading,"
with Nicholas Economides, Journal of Portfolio Management, Spring 1995, pp. 10 - …