Search Results - subject:"trading halt"

Why can't I trade? : exchange discretion in calling halts

Marshall, Nathan T.; Rogers, Jonathan L.; Zechman, … - In: Contemporary accounting research : the journal of the … 40 (2023) 1, pp. 356-405

Persistent link: https://www.econbiz.de/10014289049

Idiosyncratic volatility and interruption mechanisms in South Korean stock markets

Shin, Seungho; Naka, Atsuyuki; Alsunbul, Saad - In: International journal of emerging markets 18 (2023) 3, pp. 728-747

Persistent link: https://www.econbiz.de/10014333523

Price dynamics with circuit breakers

Lera, Sandro C.; Sornette, Didier; Ulmann, Florian … - 2020

We model the dynamics of an asset price in the presence of a circuit breaker.A circuit breaker is a trading halt … trading halt that is conditioned on a pre-specified volatility level, instead of price level, mitigates the negative side …

Persistent link: https://www.econbiz.de/10012848740

Measuring the effectiveness of volatility auctions

Castro, Carlos; Agudelo, Diego A.; Preciado, Sergio - In: International review of economics & finance : IREF 70 (2020), pp. 566-581

Persistent link: https://www.econbiz.de/10012486837

Circuit Breakers and Market Runs

Draus, Sarah; Achter, Mark van - Centro Studi di Economia e Finanza (CSEF) - 2012

This paper analyzes whether the application of a “circuit breaker” to a financial market (i.e. a mechanism that interrupts trading for a predetermined period when the price moves beyond a predetermined level) reaches its intended goals of increased market stability and overall welfare. Our...

Persistent link: https://www.econbiz.de/10010800993

Designated market makers still matter : evidence from two natural experiments

Clark-Joseph, Adam D.; Ye, Mao; Zi, Chao - In: Journal of financial economics 126 (2017) 3, pp. 652-667

Persistent link: https://www.econbiz.de/10011818240

Is temporary trading halt mechanism for new shares on the first day of trading conducive to curbing speculations?

Shi, Kai; Nie, Li - In: Inventi impact: international trade (2015) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10010514043

The Impact of Trading Halts on the Australian Equities Markets

Lecce, Steven - 2008

a trading halt. This will provide a better understanding of the trading behaviour surrounding trading halts and allow … abnormally high levels of trading volume andvolatility in the period immediately following a trading halt. Additionally, wider … bid-ask spreads and lower order depth immediately after a trading halt, suggest that information asymmetry is high during …

Persistent link: https://www.econbiz.de/10009480069

Stock market regulation and news dissemination : evidence from an emerging market

Farag, Hisham; Cressy, Robert C. - In: The European journal of finance 18 (2012) 3/4, pp. 351-368

Persistent link: https://www.econbiz.de/10009667519

Quelle est l'influence des interruptions de cotation sur la microstructure du marché boursier français ? Une analyse intraquotidienne en termes de rentabilité, volatilité et volume...

Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2004

The purpose of the regulated halts on stock exchange markets is to spread the information on the market and to protect the interests of the small shareholders. The aim of this work is to empirically investigate the trading halts on the French stock exchange market. We proceed to a detailed...

Persistent link: https://www.econbiz.de/10010707290