Nasdaq's closing cross

Journal of Portfolio Management

Volumn 31, Issue 4, 2005, Pages 100-111

  Pagano, Michael S ^a   Schwartz, Robert A ^b  

^a VILLANOVA UNIVERSITY   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24144479510     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2005.592102     Document Type: Article

References (10)

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6. Fisher, L. "Some New Stock-Market Indexes."Journal of Business, Vol. 16 (1966), pp, 191-225.
7. Pagano, M.S., and R.A. Schwartz. "A Closing Call's Impact on Market Quality at Euronext Paris."Journal of Financial Economics, Vol. 68 (2003), pp. 439-484.
8. Schwartz, R.A., and R. Francioni. Equity Markets in Action: The Fundamentals of Liquidity, Market Structure & Trading. New York: John Wiley & Sons, 2004.
9. Sofianos, G., and S. Su. "At Long Last: A Nasdaq Single-Price Closing Cross."Street Smart: Trading & Market Structure Analysis. Goldman Sachs, 2004a.
10. _. "Stress-Testing the Nasdaq Closing Cross: June 25, 2004."Street Smart: Trading & Market Structure Analysis. Goldman Sachs, 2004b.