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Quantitative Finance Volume 21, 2021 - Issue 6: Modern Portfolio Theory
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Research Papers

Call auction, continuous trading and closing price formation

Jiayi Li† School of Economics, Fudan University, Shanghai200433, People’s Republic of ChinaORCID Iconhttps://orcid.org/0000-0001-5486-2018View further author information
ORCID Icon,
Sumei Luo‡ School of Finance, Shanghai University of Finance and Economics, Shanghai200433, People’s Republic of ChinaORCID Iconhttps://orcid.org/0000-0001-6400-8093View further author information
ORCID Icon &
Guangyou Zhou† School of Economics, Fudan University, Shanghai200433, People’s Republic of ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-9466-1851View further author information
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Pages 1037-1065 | Received 24 May 2020, Accepted 06 Nov 2020, Published online: 02 Feb 2021

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