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The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets · Study

WorkThe Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

Peter Gomber2013

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Workgreen2013

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

Peter Gomber · Martin Haferkorn · Marco Lutat · Kai Zimmermann

20 citations·0/0 files stored·Lecture notes in business information processing

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

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References

1989Why Does Stock Market Volatility Change Over Time?1987The Relation Between Price Changes and Trading Volume: A Survey 1986Stock return variances 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests 1986A transaction data study of weekly and intradaily patterns in stock returns 1990The Dynamics of Stock Index and Stock Index Futures Returns 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange 1994Circuit Breakers and Market Volatility: A Theoretical Perspective

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2018Circuit breakers as market stability levers: A survey of research, praxis, and challengesarticle · 12 shared references 2008Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanationarticle · 8 shared references 2007Relative performance of trading halts and price limits: Evidence from the Spanish Stock Exchangearticle · 7 shared references 2023The Dark Side of Circuit Breakersarticle · 7 shared references 2020The impacts of circuit breakers on China's stock marketarticle · 7 shared references 2019A microstructure study of circuit breakers in the Chinese stock marketsarticle · 7 shared references

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Year2013

Typeother

Published2013-01-01

VenueLecture notes in business information processing

ISSN-L1865-1348

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/978-3-642-36219-4_5

openalex_workW205467903

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