01528nas a2200157   4500008004100000245009200041210006900133260000900202300001200211490000700223520096600230653001201196100002001208700002201228856012001250       2004                        eng d00aThe Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE0 aInteraction between Opening Call Auctions and Ongoing Trade Evid  c2004  a341-3560 v133 aWe investigate the impact that the opening batch has on trading for the remainder of the day and what impact the prior day's trading has on the subsequent day's open. Traders have an interest in these trading impacts as their trades may cluster around opening and closing time periods. We find that the larger the volume in the opening batches, the greater the volume across the day. We also find the prior day's volume being positively related to the subsequent day's opening volume. Combined, these results suggest a continuing pattern of trade volume rolling from one day to the next. Additionally, we find that the spread in the continuous market can be partially attributed to the price change in the opening batch. We also find evidence of opening trade price reversals. Combined with the absence of price reversals following the opening trade, we conclude that the opening process may be more efficient at handling information than the continuous market.10aFinance1 aBrooks, Raymond1 aMoulton, Jonathan  u/biblio/interaction-between-opening-call-auctions-and-ongoing-trade-evidence-nyse-000401nas a2200109   4500008004100000245005900041210005600100260000900156653001200165100002200177856009200199       2002                        eng d00a"California Electricity Futures: The NYMEX Experience"0 aCalifornia Electricity Futures The NYMEX Experience  c200210aFinance1 aMoulton, Jonathan  u/biblio/california-electricity-futures-nymex-experience00512nas a2200109   4500008004100000245011200041210006900153260000900222653001200231100002200243856013700265       2000                        eng d00aThe Interaction between Opening Call Auctions and Ongoing Trade:  Evidence from the NYSE and AMEX Exchanges0 aInteraction between Opening Call Auctions and Ongoing Trade Evid  c200010aFinance1 aMoulton, Jonathan  u/biblio/interaction-between-opening-call-auctions-and-ongoing-trade-evidence-nyse-and-amex-exchanges00539nas a2200121   4500008004100000245010100041210006900142260002300211653001200234100002000246700002200266856012900288       2000                        eng d00aThe Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX0 aInteraction between Opening Call Auctions and Ongoing Trade Evid  aMyrtle Beachc200010aFinance1 aBrooks, Raymond1 aMoulton, Jonathan  u/biblio/interaction-between-opening-call-auctions-and-ongoing-trade-evidence-nyse-and-amex-100538nas a2200121   4500008004100000245010100041210006900142260002200211653001200233100002000245700002200265856012900287       1999                        eng d00aThe Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX0 aInteraction between Opening Call Auctions and Ongoing Trade Evid  aOrlando, FLc199910aFinance1 aBrooks, Raymond1 aMoulton, Jonathan  u/biblio/interaction-between-opening-call-auctions-and-ongoing-trade-evidence-nyse-and-amex-2