RePEcTrading, Microstructure & Execution
Effectiveness of Trading Pauses: Evidence from the Tokyo Stock Exchange
Single-stock trading pauses on the Tokyo Stock Exchange reduce subsequent volatility by roughly a quarter by allowing aggressive limit orders to offset initial imbalances.
Featured in No. 139 on 13 Nov 2026 · 4 days after release
- Released
- 9 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:osk:wpaper:2603r
- Authors
- Akitada Kasahara and Masahiro Yamada
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).