SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Circuit Breakers and Market Volatility: A Theoretical Perspective
6 references·16 citing·43 second hop
Circuit Breakers and Market Volatility: A Theoretical Perspective (1994)Circuit Breakers and Market Volatility: A…Risk Aversion, Market Liquidity, and Price Efficiency (1991)Risk Aversion, Market Liquidi…Multimarket Trading and Market Liquidity (1991)Multimarket Trading and Marke…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…Retail investor attention and herding behavior (2020)Retail investor attention and…Public information and uninformed trading: Implications for market liquidity and price efficiency (2016)Public information and uninfo…Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets (2015)Statistical Properties and Pr…Liquidity and Financial Market Stability (2010)Liquidity and Financial Marke…Are price limits really bad for equity markets? (2010)Are price limits really bad f…The magnet effect of price limits: A logit approach (2009)The magnet effect of price li…Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation (2008)Why Do Price Limits Exist in …On the Magnet Effect of Price Limits (2007)On the Magnet Effect of Price…Price limit performance: evidence from transactions data and the limit order book (2005)Price limit performance: evid…What Makes Circuit Breakers Attractive to Financial Markets? A Survey (2004)What Makes Circuit Breakers A…Trading strategies during circuit breakers and extreme market movements (2004)Trading strategies during cir…Trading volume and stock market volatility: The Polish case (2003)Trading volume and stock mark…The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange (2003)The magnet effect of price li…Price limits and stock market volatility (2001)Price limits and stock market…Daily price limits and stock price behavior: evidence from the Taiwan stock exchange (2001)Daily price limits and stock …An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior (2001)An experimental study of circ…Asset pricing and the bid-ask spread (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)How Wages Change: Micro Evidence from the International Wage Flexibility Project (2010)Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002 (2010)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Insiders, Outsiders, and Market Breakdowns (1991)Sunshine Trading and Financial Market Equilibrium (1991)U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration (1996)The Cost of Transacting (1968)Is the Electronic Open Limit Order Book Inevitable? (1994)The Microstructure Approach to Exchange Rates (2001)The Value of the Designated Market Maker (2007)Weather and intraday patterns in stock returns and trading activity (2008)Computerized and High‐Frequency Trading (2014)Transmission of Volatility between Stock Markets (1990)Intraday Price Formation in U.S. Equity Index Markets (2003)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Is market fragmentation harming market quality? (2011)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Optimal dealer pricing under transactions and return uncertainty (1981)Insiders' profits, costs of trading, and market efficiency (1986)Market liquidity as a sentiment indicator (2004)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Intraday periodicity and volatility persistence in financial markets (1997)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)A Simple Model of Herd Behavior (1992)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)In Search of Attention (2011)Thirty years of herd behavior in financial markets: A bibliometric analysis (2021)Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19 (2022)Social media attention and retail investor behavior: Evidence from r/wallstreetbets (2024)Noise Trader Risk in Financial Markets (1990)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1991Multimarket Trading and Market Liquidity597 cited
  • 1991Risk Aversion, Market Liquidity, and Price Efficiency341 cited

Cited by

  • 2004Trading strategies during circuit breakers and extreme market movements182 cited
  • 2003The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange163 cited
  • 2010Liquidity and Financial Market Stability143 cited
  • 2020Retail investor attention and herding behavior120 cited
  • 2016Public information and uninformed trading: Implications for market liquidity and price efficiency119 cited
  • 2005Price limit performance: evidence from transactions data and the limit order book115 cited
  • 2003Trading volume and stock market volatility: The Polish case112 cited
  • 2001Price limits and stock market volatility101 cited
  • 2015Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

95 cited
  • 2004What Makes Circuit Breakers Attractive to Financial Markets? A Survey86 cited
  • 2008Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation75 cited
  • 2001An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior68 cited
  • 2009The magnet effect of price limits: A logit approach65 cited
  • 2010Are price limits really bad for equity markets?65 cited
  • 2001Daily price limits and stock price behavior: evidence from the Taiwan stock exchange62 cited
  • 2007On the Magnet Effect of Price Limits48 cited