The ex ante effects of trade halting rules on informed trading strategies and market liquidity
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Bibliographic InfoArticle provided by Elsevier in its journal Review of Financial Economics.
Volume (Year): 6 (1997)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620170
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- Greenwald, Bruce C. & Stein, Jeremy C., 1991.
"Transactional Risk, Market Crashes, and the Role of Circuit Breakers,"
3710666, Harvard University Department of Economics.
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- Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
- Hsieh, Ping-Hung & Kim, Yong H. & Yang, J. Jimmy, 2009. "The magnet effect of price limits: A logit approach," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 830-837, December.
- Wong, Woon K. & Liu, Bo & Zeng, Yong, 2009. "Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange," China Economic Review, Elsevier, vol. 20(1), pages 91-102, March.
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