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An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior
16 references·14 citing·35 second hop
An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior (2001)An experimental study of circuit breakers…Brookings-Wharton papers on financial services (1998)Brookings-Wharton papers on f…Volume, Volatility, and New York Stock Exchange Trading Halts (1994)Volume, Volatility, and New Y…Circuit Breakers and Market Volatility: A Theoretical Perspective (1994)Circuit Breakers and Market V…Transactional risk, market crashes, and the role of circuit breakers (1993)Transactional risk, market cr…The Robustness of Bubbles and Crashes in Experimental Stock Markets (1993)The Robustness of Bubbles and…Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (1993)Stock Market Crashes and the …Nonlinear dynamics and evolutionary economics (1993)Nonlinear dynamics and evolut…Market for Information: Experimental Evidence (1992)Market for Information: Exper…Transactional Risk, Market Crashes, and the Role of Circuit Breakers (1991)Transactional Risk, Market Cr…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Asset Valuation in an Experimental Market (1982)Asset Valuation in an Experim…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Computerized Double-Auction Markets: Some Initial Experimental Results (1980)Computerized Double-Auction M…Information and Competitive Price Systems (1976)Information and Competitive P…The Dark Side of Circuit Breakers (2023)The Dark Side of Circuit Brea…Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market (2022)Price limit and stock market …Contagion effect of systemic risk among industry sectors in China’s stock market (2021)Contagion effect of systemic …The impacts of circuit breakers on China's stock market (2020)The impacts of circuit breake…Circuit breakers as market stability levers: A survey of research, praxis, and challenges (2018)Circuit breakers as market st…Rethinking Housing Bubbles: The Role of Household and Bank Balance Sheets in Modeling Economic Cycles (2014)Rethinking Housing Bubbles: T…Algorithmic trading, the Flash Crash, and coordinated circuit breakers (2013)Algorithmic trading, the Flas…Skirting the Issues? Experimental Evidence of Gender Bias in IPO Prospectus Evaluations (2010)Skirting the Issues? 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(1936)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A simple testable model of double auction markets (1991)Predicting the Future (2003)Historical Presidential Betting Markets (2004)The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)On the Possibility of Speculation under Rational Expectations (1982)The Consequences of the Dependence of Quality on Price (1987)The Use of Knowledge in Society (1996)Stock market bubbles in the laboratory (1994)Bubble measures in experimental asset markets (2010)A REVIEW OF BUBBLES AND CRASHES IN EXPERIMENTAL ASSET MARKETS (2013)Thar She Blows: Can Bubbles Be Rekindled with Experienced Subjects? 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this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1993Nonlinear dynamics and evolutionary economics349 cited
  • 1982Asset Valuation in an Experimental Market270 cited
  • 1994Circuit Breakers and Market Volatility: A Theoretical Perspective259 cited
  • 1993The Robustness of Bubbles and Crashes in Experimental Stock Markets256 cited
  • 1998Brookings-Wharton papers on financial services186 cited
  • 1994Volume, Volatility, and New York Stock Exchange Trading Halts178 cited
  • 1992Market for Information: Experimental Evidence166 cited
  • 1991Transactional Risk, Market Crashes, and the Role of Circuit Breakers157 cited
  • 1993Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence145 cited
  • 1993Transactional risk, market crashes, and the role of circuit breakers142 cited

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  • 1980Computerized Double-Auction Markets: Some Initial Experimental Results120 cited
  • Cited by

    • 2009The magnet effect of price limits: A logit approach65 cited
    • 2007On the Magnet Effect of Price Limits48 cited
    • 2023The Dark Side of Circuit Breakers46 cited
    • 2005An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data42 cited
    • 2014Rethinking Housing Bubbles: The Role of Household and Bank Balance Sheets in Modeling Economic Cycles41 cited
    • 2022Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market31 cited
    • 2013Algorithmic trading, the Flash Crash, and coordinated circuit breakers31 cited
    • 2021Contagion effect of systemic risk among industry sectors in China’s stock market30 cited
    • 2000Liquidity Provision During Circuit Breakers and Extreme Market Movements30 cited
    • 2018Circuit breakers as market stability levers: A survey of research, praxis, and challenges27 cited
    • 2010Skirting the Issues? Experimental Evidence of Gender Bias in IPO Prospectus Evaluations23 cited
    • 2009An Analysis of the Magnet Effect under Price Limits*21 cited
    • 2020The impacts of circuit breakers on China's stock market21 cited
    • 1998Information dissemination and the distribution of wealth: Evidence from experimental asset markets18 cited