Search Results - subject:"Magnet Effect"

Price dynamics with circuit breakers

Lera, Sandro C.; Sornette, Didier; Ulmann, Florian - In: Quantitative finance 24 (2024) 12, pp. 1711-1724

Persistent link: https://www.econbiz.de/10015196962

Price limit change and magnet effect : the role of investor attention

Zhang, Xiaotao; Li, Xinxian; Hao, Jing; Li, Peigong - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472290

Price dynamics with circuit breakers

Lera, Sandro C.; Sornette, Didier; Ulmann, Florian - 2020

``magnet effect''). We then propose first steps towards a more robust design of circuit breakers.In particular, we show that a …

Persistent link: https://www.econbiz.de/10012848740

Price-limit effectiveness : evidence from the Borsa Istanbul (BIST)

Aktas, Osman Ulas; Kryzanowski, Lawrence; Zhang, Jie - In: International journal of Islamic and Middle Eastern … 15 (2022) 3, pp. 527-568

Persistent link: https://www.econbiz.de/10013337957

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 returns.Design/methodology/approach - This study investigates the existence of magnet effect via …

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

The magnet effect under relaxed daily price limits : evidence from Taiwan

Chang, Ya-Kai; Chang, Che-Jui - In: The international journal of business and finance … 15 (2021) 1, pp. 33-44

Persistent link: https://www.econbiz.de/10012671308

How effective are trading pauses?

Hautsch, Nikolaus; Horvath, Akos - 2017

Exploiting NASDAQ order book data and difference-in-differences methodology, we identify the distinct effects of trading pause mechanisms introduced on U.S. stock exchanges after May 2010. We show that the mere existence of such a regulation constitutes a safeguard which makes market...

Persistent link: https://www.econbiz.de/10011646669

How effective are trading pauses?

Hautsch, Nikolaus; Horvath, Akos - 2017 - This draft: April 2017

Persistent link: https://www.econbiz.de/10011642607

Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market

Hou, Keqiang; Li, Xing; Zhong, Wei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 7, pp. 1447-1461

Persistent link: https://www.econbiz.de/10012211645