Transport, magnetic and thermal properties of substitutional solid solution Eu_{1 - x}Ca_{x}B_6 single crystals (0 ≤ x ≤ 0.244) have been studied at 1.8 ≤ T ≤ 300 K and in magnetic fields up to 8 T. Calcium doping is shown to result in a metal-insulator transition, which occurs at x_{MIT} ≈ 0.2. In vicinity of metal-insulator transition the effect of colossal magnetoresistance is found to be very sensitive to Ca content, the amplitude varying from Δ = [ ρ (0)- ρ (8T)]/ρ(8T) ≈1.4×10^2 to Δ ≈ 7.5 × 10^3 for 0.14 ≤ x ≤ 0.16. The analysis of magnetic contribution to heat capacity shows that a large amount of magnetic entropy ( ≈ 30%) releases in Eu_{0.845}Ca_{0.155}B_6 when moving from the Curie temperature T_{C} ≈ 5.5 K to the characteristic one T* ≈ 30 K. This observation as well as the large amplitude of low field colossal magnetoresistance effect and the deviation of magnetic susceptibility from the Curie-Weiss law detected for x = 0.155 compound in the interval T_{C} ≤ T ≤ T* seem to be associated with magnetic phase separation induced by Ca doping.
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