Kim, Yong H.; Yagüe, José; Yang, J. Jimmy - In: International Review of Economics & Finance 17 (2008) 2, pp. 197-215
We study the relative performance of trading halts and price limits using data from the Spanish Stock Exchange where both mechanisms have coexisted. According to our evidence, trading activity increases after either mechanism is triggered. Volatility stays the same after trading halts but...
