Empirical regularities of opening call auction in Chinese stock market

Gao-Feng Gu; Fei Ren; Xiao-Hui Ni; Wei Chen; Wei-Xing Zhou

doi:10.1016/j.physa.2009.09.019

Empirical regularities of opening call auction in Chinese stock market

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2009.09.019 ◽

2010 ◽

Vol 389 (2) ◽

pp. 278-286 ◽

Cited By ~ 13

Author(s):

Gao-Feng Gu ◽

Fei Ren ◽

Xiao-Hui Ni ◽

Wei Chen ◽

Wei-Xing Zhou

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Call Auction ◽

Empirical Regularities

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Empirical regularities of order placement in the Chinese stock market

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2008.01.114 ◽

2008 ◽

Vol 387 (13) ◽

pp. 3173-3182 ◽

Cited By ~ 21

Author(s):

Gao-Feng Gu ◽

Wei Chen ◽

Wei-Xing Zhou

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Empirical Regularities

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Online collective emotion and Chinese stock market

PsycEXTRA Dataset ◽

10.1037/e627722013-206 ◽

2013 ◽

Author(s):

Hao Chen ◽

Kai Sheng Lai

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Collective Emotion

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Market Segmentation and Stock Prices Discount in the Chinese Stock Market: Revisiting B-Share Discounts in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1029494 ◽

2007 ◽

Author(s):

Oliver M. Rui ◽

Wenfeng Wu ◽

Bong-Soo Lee

Keyword(s):

Stock Market ◽

Market Segmentation ◽

Stock Prices ◽

Chinese Stock Market

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Does Idiosyncratic Risk Deter Short-Sellers? Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2024456 ◽

2012 ◽

Cited By ~ 3

Author(s):

Song Wang

Keyword(s):

Stock Market ◽

Idiosyncratic Risk ◽

Chinese Stock Market ◽

Short Sellers

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Impact of the Introduction of Call Auction on Price Discovery: Evidence from the Indian Stock Market Using High-Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.2188542 ◽

2012 ◽

Author(s):

Sobhesh Kumar Agarwalla ◽

Joshy Jacob ◽

Ajay Pandey

Keyword(s):

Stock Market ◽

High Frequency ◽

Price Discovery ◽

High Frequency Data ◽

Frequency Data ◽

Call Auction ◽

Indian Stock Market

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Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

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Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders

SSRN Electronic Journal ◽

10.2139/ssrn.2820399 ◽

2016 ◽

Cited By ~ 3

Author(s):

Yeguang Chi

Keyword(s):

Stock Market ◽

Mutual Funds ◽

Private Information ◽

Chinese Stock Market ◽

Corporate Insiders

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The Magnet Effect of Market-Wide Circuit Breaker: Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2859540 ◽

2016 ◽

Cited By ~ 1

Author(s):

Xiangchao Hao

Keyword(s):

Stock Market ◽

Circuit Breaker ◽

Chinese Stock Market ◽

Magnet Effect

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(A Study on the Impact of the China's Exchange Rate Regime Policy Changes on the Price Spill-Over Process of the Chinese Stock Market Index)

SSRN Electronic Journal ◽

10.2139/ssrn.3016997 ◽

2013 ◽

Author(s):

Kyung Won Kim

Keyword(s):

Exchange Rate ◽

Stock Market ◽

Exchange Rate Regime ◽

Chinese Stock Market ◽

Policy Changes ◽

Stock Market Index ◽

Market Index ◽

The Impact

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The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3111100 ◽

2017 ◽

Author(s):

Ming Gu ◽

George Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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