University of Hong Kong Business School).Trading venues have adopted volatility interruption measures to protect investors from … extreme price gyrations and disorderly markets. Among such measures, Volatility Control Mechanisms (VCMs) are implemented …

bid and ask spreads and increased intraday volatility. Moreover, there appears to be no evidence for lasting price support …

substantial volatility. Among them, macro-control policies and transaction cost adjustments are a double-edged sword, which should …

speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk …

return volatility among stocks favored by Robinhood investors, as proxied by Reddit WallStreetBets mentions. HFTs with …

breakers is necessary to ensure their effectiveness. In doing so, we analyze 2,337 volatility interruptions on Deutsche Boerse … and research whether a volume migration and an accompanying volatility spillover to alternative venues that continue … decreases during circuit breakers on the main market and we do not find any evidence for volatility spillover. Moreover, we show …

speculative trading increases. As a result, market liquidity deteriorates and short-term volatility rises. Our findings hold for a …

speculative trading increases. As a result, market liquidity deteriorates and short-term volatility rises. My findings hold for a …