Trading strategies during circuit breakers and extreme market movements

Journal of Financial Markets

Volumn 7, Issue 3, 2004, Pages 301-333

  Goldstein, Michael A ^a   Kavajecz, Kenneth A ^b  

^a BABSON COLLEGE   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Circuit breaker; Electronic versus floor trading; Limit order book; Liquidity provision; Market crash

Indexed keywords

EID: 1642501168     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2003.11.003     Document Type: Article

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