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The Return of the Call Auction

Deniz Ozenbas and Robert Schwartz
The Journal of Portfolio Management Market Microstructure 2022, jpm.2022.1.387; DOI: https://doi.org/10.3905/jpm.2022.1.387
Deniz Ozenbas
is a university distinguished scholar and professor of finance in the Feliciano School of Business at Montclair State University in Montclair, NJ
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Robert Schwartz
is the Marvin M. Speiser Professor of Finance and university distinguished professor in the Zicklin School of Business at Baruch College at CUNY in New York, NY
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Article Information

jpm.2022.1.387
DOI 
https://doi.org/10.3905/jpm.2022.1.387

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online June 21, 2022.

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  • You are currently viewing a Latest version of this article (June 21, 2022 - 04:23).
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Author Information

  1. Deniz Ozenbas
    1. is a university distinguished scholar and professor of finance in the Feliciano School of Business at Montclair State University in Montclair, NJ. (ozenbasd{at}montclair.edu)
  2. Robert Schwartz
    1. is the Marvin M. Speiser Professor of Finance and university distinguished professor in the Zicklin School of Business at Baruch College at CUNY in New York, NY. (robert.schwartz{at}baruch.cuny.edu)
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The Journal of Portfolio Management: 48 (7)
The Journal of Portfolio Management
Vol. 48, Issue 7
July 2022
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The Return of the Call Auction
Deniz Ozenbas, Robert Schwartz
The Journal of Portfolio Management Jun 2022, jpm.2022.1.387; DOI: 10.3905/jpm.2022.1.387

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The Return of the Call Auction
Deniz Ozenbas, Robert Schwartz
The Journal of Portfolio Management Jun 2022, jpm.2022.1.387; DOI: 10.3905/jpm.2022.1.387
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  • Article
    • Abstract
    • THE CALL AUCTION
    • PRICE DISCOVERY6
    • A MARKET UNDER STRESS
    • INVESTOR DEMAND FOR IMMEDIACY
    • WHY HAS THE CALL BEEN RESISTED?
    • THE SCENE AT NASDAQ AND THE NYSE, 2000 VERSUS 2021
    • THE REVEALED DEMAND FOR CALL AUCTION TRADING
    • A WORK IN PROGRESS
    • ACKNOWLEDGMENTS
    • ENDNOTES
    • REFERENCES
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