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Liquidity Provision During Circuit Breakers and Extreme Market Movements · Study

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PreprintLiquidity Provision During Circuit Breakers and Extreme Market Movements

Michael A. Goldstein2000

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Preprintgreen2000

Liquidity Provision During Circuit Breakers and Extreme Market Movements

Michael A. Goldstein · Kenneth A. Kavajecz

30 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

1997Liquidity Provision with Limit Orders and a Strategic Specialist 2000Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE 1999Limit orders and the bid–ask spread 1994Circuit Breakers and Market Volatility: A Theoretical Perspective 1990Structure and performance: Global interdependence of stock markets around the crash of October 1987∗2000Order Flow and Liquidity around NYSE Trading Halts 1993Transactional risk, market crashes, and the role of circuit breakers 1997Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange

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2001Overview: market structure issues in market liquidity 2013Intraday liquidity patterns in Indian stock market

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Details

Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations30

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.208292

openalex_workW60170144

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