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Price Limits and Order Behavior: Heterogeneous Responses to a Market-Wide Regulatory Shock
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Evidence on the speed of convergence to market efficiency
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The “make or take” decision in an electronic market: Evidence on the evolution of liquidity
inferredcites →https://doi.org/10.1016/s0304-405x(03)00175-2openalex-snapshot
Order imbalance and individual stock returns: Theory and evidence
inferredcites →https://doi.org/10.1016/s0304-405x(97)00031-7openalex-snapshot
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
inferredcites →https://doi.org/10.1016/s1058-3300(97)90011-2openalex-snapshot
The ex ante effects of trade halting rules on informed trading strategies and market liquidity
inferredcites →https://doi.org/10.1016/s1386-4181(98)00012-3openalex-snapshot
Order flow composition and trading costs in a dynamic limit order market
inferredcites →https://doi.org/10.1086/296547openalex-snapshot
Transactional Risk, Market Crashes, and the Role of Circuit Breakers
inferredcites →https://doi.org/10.1093/rfs/11.4.789openalex-snapshot
Price Dynamics in Limit Order Markets
inferredcites →https://doi.org/10.1093/rfs/hhi028openalex-snapshot
Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea
inferredcites →https://doi.org/10.1093/rfs/hhm027openalex-snapshot
Does Anonymity Matter in Electronic Limit Order Markets?
inferredcites →https://doi.org/10.1111/0022-1082.00355openalex-snapshot
How Distance, Language, and Culture Influence Stockholdings and Trades
inferredcites →https://doi.org/10.1111/1468-036x.00080openalex-snapshot
Price Limits and Stock Market Volatility in the Athens Stock Exchange
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04402.xopenalex-snapshot
Time and the Process of Security Price Adjustment
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05192.xopenalex-snapshot
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05228.xopenalex-snapshot
Limit Order Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04827.xopenalex-snapshot
Price Limit Performance: Evidence from the Tokyo Stock Exchange
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00795.xopenalex-snapshot
Equilibrium in a Dynamic Limit Order Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01576.xopenalex-snapshot
Do Limit Orders Alter Inferences about Investor Performance and Behavior?
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