@misc{PaganoPengSchwartz2008, author = {Michael S. Pagano and Lin Peng and Robert A. Schwartz}, title = {The quality of price formation at market openings and closings: evidence from the Nasdaq stock market}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,45}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2008, 45}, type = {workingpaper}, year = {2008}, }