The first price of the day

Journal of Portfolio Management

Volumn 28, Issue 2, 2002, Pages 101-111

  Madhavan, Ananth ^a   Panchapagesan, Venkatesh ^a  

^a ITG Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036003431     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2002.319837     Document Type: Review

References (11)

1. Price discovery without trading: Evidence from the nasdaq pre-opening
2. Electronic call market trading
3. SEC has urged nasdaq to alter the way the market establishes opening prices
4. Big board slaps large fines on 3 of its 'specialist' firms
5. Price discovery in auction markets: A look inside the black box
6. Dealer markets, derivative expirations, and a call
7. The trades of NYSE floor brokers
8. Swings in price prompt calls for change