Search Results - subject:"Circuit breakers"

Bongaerts, Dion; De Luca, Sarah D.; Van Achter, Mark - 2024

Persistent link: https://www.econbiz.de/10015357625

Heterogeneous speculators and stock market dynamics: A simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - 2020

movements when stock prices fluctuate strongly. Simulations furthermore suggest that circuit breakers may be an effective tool …

Persistent link: https://www.econbiz.de/10012261253

Heterogeneous speculators and stock market dynamics : a simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - 2020

movements when stock prices fluctuate strongly. Simulations furthermore suggest that circuit breakers may be an effective tool …

Persistent link: https://www.econbiz.de/10012257370

The cross-sectional spillovers of single stock circuit breakers

Brugler, James; Linton, Oliver; Noss, Joseph; Pedace, Lucas - 2018

Persistent link: https://www.econbiz.de/10011926031

An investigation of magnet effect via overnight returns : the Malaysian case

Sifat, Imtiaz; Mohamad, Azhar; Zarinah Hamid - In: Journal of capital markets studies 2 (2018) 2, pp. 121-135

Purpose - Magnet effect entails a hypothesis in market microstructure entailing a systemic likelihood of prices being sucked toward the theoretical threshold. The purpose of this paper is to investigate the existence of magnet effect in Bursa Malaysia via overnight...

Persistent link: https://www.econbiz.de/10012063561

An investigation of magnet effect via overnight returns: The Malaysian case

Sifat, Imtiaz; Mohamad, Azhar - In: Journal of Capital Markets Studies (JCMS) 2 (2018) 2, pp. 121-135

Persistent link: https://www.econbiz.de/10015327877

Circuit breakers with uncertainty about the presence of informed agents : I know what you know ... I think

Ackert, Lucy F.; Church, Bryan K.; Jayaraman, Narayanan - 2002

Persistent link: https://www.econbiz.de/10001722404

Liquidity provision during circuit breakers and extreme market movements

Goldstein, Michael A. (contributor); … - 2000 - [Elektronische Ressource]

Liquidity Provision during Circuit Breakers and Extreme Market Movements Michael A. Goldstein* and Kenneth A. Kavajecz …. Liquidity Provision during Circuit Breakers and Extreme Market Movements Abstract On October 27, 1997, circuit breakers caused … unique opportunity to examine the impact of the first implementation of the market-wide circuit breakers since their …

Persistent link: https://www.econbiz.de/10001572463

Single stock circuit breakers on the London Stock Exchange: Do they improve subsequent market quality?

Brugler, James; Linton, Oliver - 2014

This paper uses proprietary data to evaluate the efficacy of single-stock circuit breakers on the London Stock Exchange …

Persistent link: https://www.econbiz.de/10010368198

Single stock circuit breakers on the London Stock Exchange : do they improve subsequent market quality?

Brugler, James; Linton, Oliver - 2014

This paper uses proprietary data to evaluate the efficacy of single-stock circuit breakers on the London Stock Exchange …

Persistent link: https://www.econbiz.de/10010245302