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The effects of trading methods on volatility and liquidity: evidence from the taiwan stock exchange... Volatility under the call market method is approximately one-half of that under the continuous auction method....
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A survey of call market (discrete) agent based artificial stock markets... Trading sessions may be call market sessions or continuous sessions....
The anatomy of a call market: evidence from germany... Applying that measure, we find that transaction costs for small transactions in the call market are lower than the quoted spread in the order book of the continuous market whereas transaction costs for large transactions in the call market are higher than the...
How does the call market method affect price efficiency? evidence from the singapore stock marketOn August 21, 2000, the Singapore Exchange (SGX) adopted the call market method to open and close the market while the remainder of the day's trading continued to rely on the continuous auction method....
Electronic call market trading... By bunching many transactions together, a call market increases liquidity, thereby decreasing transaction costs for public participants....

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