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Recent content by scarletyoke

  1. S

    Call auction algorithms

    Thanks Thanks so much both of you. This is really useful information. I did come across several other papers as well. Most of them are behind paid journal websites though. The Comerton-Fordea, Rydgea paper definitely is really good. Auctions: Theory and Practice The Toulouse Lectures...
  2. S

    Call auction algorithms

    I've been trying to find out what call auction algorithms are used by various stock markets at the start, end of day and during suspension. can someone point me to the right place. Also, is there a starting page/resource about various call auction algorithms.
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