Circuit breakers, trading collars, and volatility transmission across markets : evidence from NYSE Rule 80A
Year of publication: |
2015
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Authors: | Goldstein, Michael A. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 50.2015, 3, p. 459-479
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Subject: | circuit breakers | trading collars | trading halts | NYSE Rule 80A | microstructure | volatility transmission | Kapitalmarktrecht | Financial markets law | Volatilität | Volatility | Börsenkurs | Share price | Börse | Bourse |
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