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On rules versus discretion in procedures to halt trade · Study

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ArticleOn rules versus discretion in procedures to halt trade

Avanidhar Subrahmanyam1995

Article1995

On rules versus discretion in procedures to halt trade

Avanidhar Subrahmanyam

47 citations·0/0 files stored·Journal of Economics and Business

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Financial Markets and Investment Strategies Stochastic processes and financial applications Market Dynamics and Volatility

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References

1985Continuous Auctions and Insider Trading 1977Rules Rather than Discretion: The Inconsistency of Optimal Plans 1988Liquidity and Market Structure 1990Stock Market Volatility 1992Trading Mechanisms in Securities Markets 1994Circuit Breakers and Market Volatility: A Theoretical Perspective 1988Liquidity and Market Structure 1992Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close

Cited by

2023The Dark Side of Circuit Breakers 2005An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data 2001Limits to linear price behavior: futures prices regulated by limits 2003The Role of Trading Halts in Monitoring a Specialist Market 2018Circuit breakers as market stability levers: A survey of research, praxis, and challenges 2009An Analysis of the Magnet Effect under Price Limits*

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1997The ex ante effects of trade halting rules on informed trading strategies and market liquidityarticle · 6 shared references 2018Circuit breakers as market stability levers: A survey of research, praxis, and challengesarticle · 5 shared references 1997Do institutions receive comparable execution in the NYSE and Nasdaq markets? A transaction study of block tradesarticle · 4 shared references 2005An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Datapreprint · 4 shared references 1999Market microstructure of FT-SE 100 index futures: An intraday empirical analysisarticle · 4 shared references 2003The Role of Trading Halts in Monitoring a Specialist Marketarticle · 4 shared references

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Year1995

Typearticle

Published1995-02-01

VenueJournal of Economics and Business

ISSN-L0148-6195

Languageen

Citations47

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0148-6195(94)00020-e

openalex_workW1979779681

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2013

What affects the cool-off duration under price limits?

2016Intraday Rallies and Crashes: Spillovers of Trading Halts