Call auction trading

Format Post in Finance BY Antoinette Colaninno, John Aidan Byrne, Robert A.

0792374231 Shared By Guest

Call auction trading Antoinette Colaninno, John Aidan Byrne, Robert A. is available to download

Call auction trading
Antoinette Colaninno, John Aidan Byrne, Robert A.Call auction trading Textbook Schwartz
Type: eBook
Released: 2003
Publisher: Kluwer
Page Count: 178
Format: pdf
Language: English
ISBN-10: 0792374231
ISBN-13: 9780792374237
The electronic call auction is an important trading vehicle in many market centers around the world, and it should play a far more central role in the U.S. equity markets. Yet call auctions are not known or understood by many market participants in the U.S. The purpose of Call Auction Trading: New Answers to Old Questions is to consider how a call auction facility operates and its broader role in the marketplace. A spectrum of questions are raised and debated. What is a call auction? How should call auctions be designed? How should call auction and continuous trading be integrated in a hybrid market structure? What is the price discovery function of a call auction, especially at market openings? When the dust settles on the answers, it may be recognized that the introduction of electronic call auction trading in our markets is one of the most profound changes in U.S. equity market structure that could be made.

Call auction trading

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