Journal of Financial Markets
Vol. 16
No. 2
2013
A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market
Michael S.
Pagano1;
Lin
Peng2;
Robert A.
Schwartz2
1 Villanova University · 2 Baruch College
- DOI
- 10.1016/j.finmar.2012.11.001
- Volume
- 16
- Issue
- 2
- Pages
- 331-361
- Language
- en
- Sources
-
crossref
openalex
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