Evaluating VPIN as a trigger for single-stock circuit breakers
David Abad, Magdalena Massot, Roberto Pascual
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Abad Díaz, David ; Perelló, Magdalena Massot ; Pascual, Roberto |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 86.2018, p. 21-36
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| Subject: | VPIN | BVC | Circuit breakers | Trading halts | Price limits | Order flow toxicity | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Finanzmarktregulierung | Financial market regulation | Kapitalmarktrecht | Financial markets law |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.08.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011962329