SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Liquidity Provision During Circuit Breakers and Extreme Market Movements
9 references·2 citing·48 second hop
Liquidity Provision During Circuit Breakers and Extreme Market Movements (2000)Liquidity Provision During Circuit Breake…An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior (2001)An experimental study of circ…Order Flow and Liquidity around NYSE Trading Halts (2000)Order Flow and Liquidity arou…Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE (2000)Eighths, sixteenths, and mark…Limit orders and the bid–ask spread (1999)Limit orders and the bid–ask …Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange (1997)Predictable Patterns after La…Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Liquidity Provision with Limi…Circuit Breakers and Market Volatility: A Theoretical Perspective (1994)Circuit Breakers and Market V…Transactional risk, market crashes, and the role of circuit breakers (1993)Transactional risk, market cr…Structure and performance: Global interdependence of stock markets around the crash of October 1987∗ (1990)Structure and performance: Gl…Intraday liquidity patterns in Indian stock market (2013)Intraday liquidity patterns i…Overview: market structure issues in market liquidity (2001)Overview: market structure is…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Price, trade size, and information in securities markets (1987)A Theory of Intraday Patterns: Volume and Price Variability (1988)Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market (2015)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)On the Magnet Effect of Price Limits (2007)The magnet effect of price limits: A logit approach (2009)The Dark Side of Circuit Breakers (2023)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange (2003)Trading strategies during circuit breakers and extreme market movements (2004)Liquidity and Financial Market Stability (2010)Asset pricing and the bid-ask spread (1986)Trade Execution Costs and Market Quality after Decimalization (2003)The “make or take” decision in an electronic market: Evidence on the evolution of liquidity (2004)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The International Crash of October 1987 (1988)Price volatility, international market links, and their implications for regulatory policies (1989)Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility between Stock Markets (1990)Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (1993)Common trends and convergence? South East Asian equity markets, 1988–1999 (2002)On the psychology of prediction. (1973)Does the Stock Market Overreact? (1985)Using daily stock returns (1985)Intraday price reversals for index futures in the US and Hong Kong (2000)The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges (2005)A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations (2012)The Microstructure of Securities Markets. (1986)Liquidity and Market Structure (1988)Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (2002)Speculative markets and the effectiveness of price limits (2003)Retail investor attention and herding behavior (2020)Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)Stock Market Structure and Volatility (1990)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)How the Equity Market Responds to Unanticipated Events* (2003)Price limit performance: evidence from transactions data and the limit order book (2005)Information Effects on the Bid-Ask Spread (1983)Econometric models of limit-order executions (2002)Disclosure Policy and Market Liquidity: Impact of Depth Quotes and Order Sizes* (2005)Optimal Trading Strategy and Supply/Demand Dynamics (2005)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Sixteenths: direct evidence on institutional execution costs (2001)Equilibrium in a Dynamic Limit Order Market (2005)The Diversity of High Frequency Traders (2012)
this work references cited by second hop

References

  • 1997Liquidity Provision with Limit Orders and a Strategic Specialist518 cited
  • 2000Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE444 cited
  • 1999Limit orders and the bid–ask spread268 cited
  • 1994Circuit Breakers and Market Volatility: A Theoretical Perspective259 cited
  • 1990Structure and performance: Global interdependence of stock markets around the crash of October 1987∗195 cited
  • 2000Order Flow and Liquidity around NYSE Trading Halts158 cited
  • 1993Transactional risk, market crashes, and the role of circuit breakers142 cited
  • 1997Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange74 cited
  • 2001An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior68 cited

Cited by

  • 2001Overview: market structure issues in market liquidity29 cited
  • 2013Intraday liquidity patterns in Indian stock market29 cited

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