A Closing Call's Impact on Market Quality at Euronext Paris

By Michael S. Pagano, Robert A. Schwartz. 2003

184 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/849feaacf23e0bce73333d1e03da00cb53d648ca

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Hao Zhang
2. Fabian Muniesa
3. Kee H. Chung
4. Roman Lanis
5. Gordon Richardson

In Finance

1. Hao Zhang
2. Fabian Muniesa
3. Kee H. Chung

In Management Science and Operations Research

1. Fabian Muniesa
2. Hao Zhang
3. Kee H. Chung

Citations in the corpus

• A simple approximation of intraday spreads using daily data (2014, background): “Pagano and Schwartz (2003) provide evidence that the introduction of closing call auction on the Euronext Paris improves market quality at market-close and during the pre-close trading intervals.”
• Market technologies and the pragmatics of prices (2007, background): “13 See, for instance, Pagano and Schwartz (2003).”