Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets
Year of publication: |
2017
|
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Authors: | Clapham, Benjamin ; Gomber, Peter ; Panz, Sven |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | Circuit Breaker | Volatility Interruption | Market Fragmentation | High-Frequency Trading | Stock Market | Regulation | Liquidity |
Series: | SAFE Working Paper ; 196 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2906719 [DOI] 101388390X [GVK] hdl:10419/174903 [Handle] RePEc:zbw:safewp:196 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G18 - Government Policy and Regulation ; G28 - Government Policy and Regulation |
Source: |
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Coordination of circuit breakers? : volume migration and volatility spillover in fagmented markets
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