Concepedia

Call Auctions

Call Auction is a trading mechanism that aggregates order flow over a discrete period and determines a single equilibrium price to execute all compatible trades simultaneously, thereby differing from continuous trading systems by enabling price discovery through periodic batch processing rather than real-time matching.

45

Publications

1.6K

Citations

95

Authors

60

Institutions

Publications per year

2017–2026

4

Variants

Call Auction

Parents

Publications

45

Price and Volume Reactions to Public Information Releases: An Experimental Approach Incorporating Traders' Subjective Beliefs*

Ann B. Gillette, Douglas E. Stevens, Susan G. Watts et al. · Contemporary Accounting Research · 1999 · 109 citations

, , +17

Opening and Closing the Market: Evidence from the London Stock Exchange

Andrew Ellul, Hyun Song Shin, Ian Tonks · Journal of Financial and Quantitative Analysis · 2005 · 87 citations

, , +17

A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market

Michael S. Pagano, Lin Peng, Robert A. Schwartz · Journal of Financial Markets · 2012 · 83 citations

, , +17

Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange

Avner Kalay, Wei Li, Avi Wohl · The Journal of Finance · 2002 · 75 citations

, , +12

Opening and closing behavior following the introduction of call auctions in Singapore

Carole Comerton‐Forde, Sie Ting Lau, Thomas H. McInish · Pacific-Basin Finance Journal · 2006 · 73 citations

, , +5

1–5 of 45

Authors

95

  1. CC
    Carole Comerton‐Forde

    The University of Sydney, Australia

    6 publications · 272 citations

    6

    h-index

  2. MS
    Michael S. Pagano

    Villanova University, United States

    3 publications · 112 citations

    3

    h-index

  3. AK
    Avner Kalay

    Tel Aviv University, Israel

    3 publications · 176 citations

    3

    h-index

  4. AW
    Avi Wohl

    Tel Aviv University, Israel

    3 publications · 176 citations

    3

    h-index

  5. JR
    James Rydge

    The University of Sydney, Australia

    3 publications · 139 citations

    3

    h-index

1–5 of 95

Institutions

60

  1. The University of Sydney

    Sydney, Australia

    8 h-index

    15 publications

    534 citations

  2. Hebrew University of Jerusalem

    Jerusalem, Israel

    4 h-index

    4 publications

    180 citations

  3. Tel Aviv University

    Tel Aviv, Israel

    3 h-index

    6 publications

    352 citations

  4. UNSW Sydney

    Sydney, Australia

    3 h-index

    8 publications

    172 citations

  5. Villanova University

    Radnor, United States

    3 h-index

    3 publications

    112 citations

  6. Universitat de les Illes Balears

    Palma, Spain

    2 h-index

    2 publications

    60 citations

  7. University of Alicante

    Alicante, Spain

    2 h-index

    2 publications

    60 citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    2 h-index

    2 publications

    47 citations

1–8 of 60

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 142 citations

    8

    h-index

  2. 2

    h-index

  3. International Review of Financial Analysis

    IRFA · 2 publications · 23 citations

    2

    h-index

  4. Journal of Financial Markets

    2 publications · 153 citations

    2

    h-index

  5. Journal of Regulatory Economics

    1 publications · 37 citations

    1

    h-index

1–5