What is ‘Call Rule’
A exchange rule whereby the official bidding price for a cash commodity is competitively established at the end of each trading day and held until the opening of the exchange the following trading day.
Explaining ‘Call Rule’
The call rule attempts to reduce overnight volatility by ensuring commodity prices begin trading near the previous day’s closing bid.
Further Reading
- The behavioral paradox: Why investor irrationality calls for lighter and simpler financial regulation – heinonline.org [PDF]
- An examination of corporate call policies on convertible securities – www.jstor.org [PDF]
- Setting the optimal make-whole call premium – www.tandfonline.com [PDF]
- The empty call for benefit-cost analysis in financial regulation – www.journals.uchicago.edu [PDF]
- Big data, computational science, economics, finance, marketing, management, and psychology: connections – www.mdpi.com [PDF]
- Strengthening state capabilities: The role of financial incentives in the call to public service – academic.oup.com [PDF]
- Price bubbles and crashes in experimental call markets – www.sciencedirect.com [PDF]
- Probe into the Aspect of Sequential Finance and Design of Convertible Bond of Call Provisions – en.cnki.com.cn [PDF]
- The Muezzin's Call and the Dow Jones Bell: On the Necessity of Realism in the Study of Islamic Law – academic.oup.com [PDF]
