We thank an anonymous referee, Ai Jun Hou, Hao Zhang, Yakai Chang, and participants at the Arne Ryde Workshop on Financial Economics (Lund University, 2011), the 24th Australasian Finance and Banking Conference (Sydney, 2011), the Campus for Finance Research Conference (Vallendar, 2012), the European Financial Management Association Meetings (Barcelona, 2012), and seminar participants at NASDAQ-OMX (Stockholm, 2011) and Stockholm University (2011), for their comments and help. Remaining errors are our own. We are grateful to the Jan Wallander and Tom Hedelius foundation and the Tore Browaldh foundation for research support.
Closing Call Auctions at the Index Futures Market
Version of Record online: 14 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 4, pages 299–319, April 2014
How to Cite
Hagströmer, B. and Nordén, L. (2014), Closing Call Auctions at the Index Futures Market. J. Fut. Mark., 34: 299–319. doi: 10.1002/fut.21603
- Issue online: 4 MAR 2014
- Version of Record online: 14 FEB 2013
- Manuscript Accepted: 24 DEC 2012
- Manuscript Received: 13 AUG 2012
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