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Holding Back Volatility: Circuit Breakers, Price Limits, and Trading Halts · Study

WorkHolding Back Volatility: Circuit Breakers, Price Limits, and Trading Halts

David Abad2013

Work2013

Holding Back Volatility: Circuit Breakers, Price Limits, and Trading Halts

David Abad · Roberto Pascual

16 citations·0/0 files stored·Wiley eBooks

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1991Efficient Capital Markets: II 1983Information Effects on the Bid-Ask Spread 2012Flow Toxicity and Liquidity in a High-frequency World 1992Trading Mechanisms in Securities Markets 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange 2011The Flash Crash: High-Frequency Trading in an Electronic Market 1995Consolidation, Fragmentation, and the Disclosure of Trading Information

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2022Regulation of Algorithmic Trading: Frameworks or Human Supervision and Direct Market Interventions

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Year2013

Typeother

Published2013-08-16

VenueWiley eBooks

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/9781118681145.ch17

openalex_workW1607680140

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