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The Dark Side of Circuit Breakers · Study

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ArticleThe Dark Side of Circuit Breakers

Hui Chen2023

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Articlebronze2023

The Dark Side of Circuit Breakers

Hui Chen · Jiang Wang · Hao Xing

46 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1990Asset Prices under Habit Formation and Catching up with the Joneses 2005A Tale of Two Time Scales 1994A Model of Competitive Stock Trading Volume 2015Does realized skewness predict the cross-section of equity returns?2004On leverage in a stochastic volatility model 1988The International Crash of October 1987 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange 1994Intertemporal Asset Pricing with Heterogeneous Beliefs

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2018Risks in China’s Financial System 2021Contagion effect of systemic risk among industry sectors in China’s stock market

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2018Circuit breakers as market stability levers: A survey of research, praxis, and challengesarticle · 16 shared references 2004What Makes Circuit Breakers Attractive to Financial Markets? A Surveyarticle · 11 shared references 2007Relative performance of trading halts and price limits: Evidence from the Spanish Stock Exchangearticle · 8 shared references 1997Circuit Breakers and Program Trading Limits: What Have We Learned?preprint · 8 shared references 2005The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchangesarticle · 7 shared references 2005An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Datapreprint · 7 shared references

Details

Year2023

Typearticle

Published2023-01-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations46

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/jofi.13310

openalex_workW4392110103

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