Search Results - subject:"circuit breakers"

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

Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up

Haddad, GholamReza Keshavarz; Heidari, Hadi - In: International journal of computational economics and … 10 (2020) 3, pp. 222-241

Persistent link: https://www.econbiz.de/10012271056

Dynamic runs and circuit breakers : an experiment

Magnani, Jacopo; Munro, David - In: Experimental economics : a journal of the Economic … 23 (2020) 1, pp. 127-153

Persistent link: https://www.econbiz.de/10012224680

A survey on the magnet effect of circuit breakers in financial markets

Sifat, Imtiaz Mohammad; Mohamad, Azhar - In: International review of economics & finance : IREF 69 (2020), pp. 138-151

Persistent link: https://www.econbiz.de/10012486491

Intraday price jumps, market liquidity, and the magnet effect of circuit breakers

Jian, Zhihong; Zhu, Zhican; Zhou, Jie; Wu, Shuai - In: International review of economics & finance : IREF 70 (2020), pp. 168-186

Persistent link: https://www.econbiz.de/10012486784

A theoretical study of market performance under price limits and circuit breakers in Chinese stock market

Hu, Xinhong - In: Theoretical economics letters 10 (2020) 1, pp. 218-231

Persistent link: https://www.econbiz.de/10012491559

Switching to a temporary call auction in times of high uncertainty

Abad Díaz, David; Pascual, Roberto - In: The journal of financial research 33 (2010) 1, pp. 45-75

Persistent link: https://www.econbiz.de/10003966719

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