메뉴 건너뛰기
Review of Financial Economics
Volumn 6, Issue 1, 1997, Pages 1-14
The ex ante effects of trade halting rules on informed trading strategies and market liquidity
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0031536981     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(97)90011-2     Document Type: Article
Times cited : (27)
References (13)
  • 1
    • 0002816156 scopus 로고
    • A Theory of Intraday Patterns: Volume and Price Variability
    • Admati A., Pfleiderer P. A Theory of Intraday Patterns: Volume and Price Variability. Review of Financial Studies. 1:1988;3-40.
    • (1988) Review of Financial Studies , vol.1 , pp. 3-40
    • Admati, A.1    Pfleiderer, P.2
  • 2
    • 0010940821 scopus 로고
    • Price, Trade Size, and Information in Securities Markets
    • Easley D., O'Hara M. Price, Trade Size, and Information in Securities Markets. Journal of Financial Economics. 19:1987;69-90.
    • (1987) Journal of Financial Economics , vol.19 , pp. 69-90
    • Easley, D.1    O'Hara, M.2
  • 3
    • 84993661619 scopus 로고
    • Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close
    • Gerety M., Mulherin J. Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close. Journal of Finance. 47:1992;1765-1784.
    • (1992) Journal of Finance , vol.47 , pp. 1765-1784
    • Gerety, M.1    Mulherin, J.2
  • 4
    • 0001088697 scopus 로고
    • Transactional Risk, Market Crashes, and the Role of Circuit Breakers
    • Greenwald B., Stein J. Transactional Risk, Market Crashes, and the Role of Circuit Breakers. Journal of Business. 64:1991;443-462.
    • (1991) Journal of Business , vol.64 , pp. 443-462
    • Greenwald, B.1    Stein, J.2
  • 5
    • 84984264058 scopus 로고
    • Corporate Disclosure and Price Discovery Associated with NYSE Temporary Trading Halts
    • King R., Pownall G., Waymire G. Corporate Disclosure and Price Discovery Associated with NYSE Temporary Trading Halts. Contemporary Accounting Research. 8:1992;509-531.
    • (1992) Contemporary Accounting Research , vol.8 , pp. 509-531
    • King, R.1    Pownall, G.2    Waymire, G.3
  • 6
    • 0000859303 scopus 로고
    • Continuous Auctions and Insider Trading
    • Kyle A.S. Continuous Auctions and Insider Trading. Econometrica. 53:1985;1315-1335.
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.S.1
  • 7
    • 84977405054 scopus 로고
    • The Efficacy of Trading Suspension: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information
    • Kryzanowski L. The Efficacy of Trading Suspension: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information. Journal of Finance. 34:1979;1187-1200.
    • (1979) Journal of Finance , vol.34 , pp. 1187-1200
    • Kryzanowski, L.1
  • 8
    • 84993914916 scopus 로고
    • Volume, Volatility, and NYSE Trading Halts
    • Lee C., Ready M., Seguin P. Volume, Volatility, and NYSE Trading Halts. Journal of Finance. 49:1994;183-214.
    • (1994) Journal of Finance , vol.49 , pp. 183-214
    • Lee, C.1    Ready, M.2    Seguin, P.3
  • 10
    • 0004126549 scopus 로고
    • New York Stock Exchange, New York: New York Stock Exchange
    • New York Stock Exchange. Market Volatility and Investor Confidence. 1990;New York Stock Exchange, New York.
    • (1990) Market Volatility and Investor Confidence
  • 12
    • 84993924794 scopus 로고
    • A Theory of the Dynamics of Security Returns Around Market Closures
    • Slezak S. A Theory of the Dynamics of Security Returns Around Market Closures. Journal of Finance. 49:1994;1163-1211.
    • (1994) Journal of Finance , vol.49 , pp. 1163-1211
    • Slezak, S.1
  • 13
    • 84993911750 scopus 로고
    • Circuit Breakers and Market Volatility: A Theoretical Perspective
    • Subrahmanyam A. Circuit Breakers and Market Volatility: A Theoretical Perspective. Journal of Finance. 49:1994;237-254.
    • (1994) Journal of Finance , vol.49 , pp. 237-254
    • Subrahmanyam, A.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.