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Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks. (2008). Hendershott, Terrence ; Barclay, Michael J. ; Jones, Charles M..
In: Journal of Financial and Quantitative Analysis.
RePEc:cup:jfinqa:v:43:y:2008:i:01:p:93-121_00.

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  1. Cross‐Asset Tandem Trading and Extraordinary Volatility. (2024). Paddrik, Mark ; Garrison, Robert ; Jain, Pankaj K.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1508-1542.

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  2. Does Random Auction Ending Curb Stock Price Manipulation?. (2023). Lin, Yiping ; Zou, MI ; Michayluk, David.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:13:y:2023:i:04:n:s2010139224500010.

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  3. Who trades at the close? Implications for price discovery and liquidity. (2023). Bogousslavsky, Vincent ; Muravyev, Dmitriy.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000502.

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  4. The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Zhang, Zeyu ; Ibikunle, Gbenga.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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  5. Anatomy of intraday volatility at the Chilean stock exchange. (2022). Ramirez, Andres ; Saraoglu, Hakan ; Inci, Can A.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09556-6.

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  6. Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange. (2022). Suen, Wing ; Park, Seongkyu (Gilbert) ; Wan, Kam-Ming.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000732.

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  7. Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19. (2022). Nimalendran, Mahendrarajah ; Anselmi, Giulio ; Petrella, Giovanni.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001823.

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  8. Call auction, continuous trading and closing price formation. (2021). Luo, Sumei ; Li, Jiayi ; Zhou, Guangyou.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:21:y:2021:i:6:p:1037-1065.

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  9. Market abuse under different close price determination mechanisms: A European case. (2021). Alexakis, Christos ; Pappas, Vasileios ; Skarmeas, Emmanouil.
    In: Post-Print.
    RePEc:hal:journl:hal-03182927.

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  10. Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang.
    In: Working Papers.
    RePEc:fip:fedpwp:92849.

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  11. Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang.
    In: Staff Reports.
    RePEc:fip:fednsr:91312.

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  12. Does off-exchange trading decrease in the presence of uncertainty?. (2021). Jurich, Stephen N.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:201-213.

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  13. Market abuse under different close price determination mechanisms: A European case. (2021). Pappas, Vasileios ; Skarmeas, Emmanouil ; Alexakis, Christos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000508.

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  14. Do volatility extensions improve the quality of closing call auctions?. (2021). Felezvias, Ester ; Hagstromer, Bjorn.
    In: The Financial Review.
    RePEc:bla:finrev:v:56:y:2021:i:3:p:385-406.

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  15. Revision Games. (2020). Kamada, Yuichiro ; Kandori, Michihiro.
    In: Econometrica.
    RePEc:wly:emetrp:v:88:y:2020:i:4:p:1599-1630.

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  16. On the pricing of overnight market risk. (2020). Wagner, Niklas ; Perras, Patrizia.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01714-4.

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  17. The impact of short-selling pressure on corporate employee relations. (2020). Brockman, Paul ; Xu, Limin ; Luo, Juan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301218.

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  18. Settlement procedures and stock market efficiency. (2019). Lin, Emily ; Chen, Carl R.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:2:p:164-185.

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  19. Equity Options During the Shorting Ban of 2008. (2018). Tan, Sinan ; Cakici, Nusret ; Goswami, Gautam.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:17-:d:139005.

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  20. The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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  21. Intraday volatility and the implementation of a closing call auction at Borsa Istanbul. (2017). Ozenbas, Deniz ; Inci, Can A.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:33:y:2017:i:c:p:79-89.

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  22. Cold Case File? Inventory Risk and Information Sharing during the pre€ 1997 NASDAQ. (2017). Daures, Laurence ; Lescourret, Laurence.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806.

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  23. Impact of the transition to continous trading on emerging financial markets liquidity : Case study of the West Africa Regional Exchange Market (BRVM). (2016). OUATTARA, Aboudou.
    In: MPRA Paper.
    RePEc:pra:mprapa:75391.

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  24. Dealers and changing obligations: the case of stub quoting. (2016). Ness, Robert A ; Egginton, Jared F.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0525-1.

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  25. The effect of listing switches from a growth market to a main board: An alternative perspective. (2016). Eom, Kyong Shik ; Beom, KI ; Park, Jong-Ho.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:29:y:2016:i:c:p:246-273.

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  26. Opening and closing price efficiency: Do financial markets need the call auction?. (2015). Ibikunle, Gbenga.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:208-227.

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  27. Call Auction Transparency and Market Liquidity: Evidence from China. (2015). Zheng, Willa ; Liu, Qigui ; Tian, Gary Gang ; Gerace, Dionigi.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:15:y:2015:i:2:p:223-255.

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  28. Is call auction efficient for better price discovery?. (2015). Jena, Sangram Keshari ; Dash, Ashutosh.
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2015:p:102-113.

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  29. A call auctions impact on price formation and order routing: Evidence from the NASDAQ stock market. (2013). Schwartz, Robert A. ; Pagano, Michael S. ; Peng, Lin.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:2:p:331-361.

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  30. Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session. (2012). Daures, Laurence ; Lescourret, Laurence.
    In: Post-Print.
    RePEc:hal:journl:hal-00772798.

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  31. A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality. (2012). Palan, Stefan ; Mestel, Roland ; Leopold-Wildburger, Ulrike ; Hornung, Philipp ; Hinterleitner, Gernot.
    In: Working Paper Series, Social and Economic Sciences.
    RePEc:grz:wpsses:2012-01.

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  32. Non-Fundamental Information and Market-Makers Behavior during the NASDAQ Preopening Session. (2012). Daures, Laurence ; Lescourret, Laurence.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-12012.

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