SSRNTrading, Microstructure & Execution
Market Quality in High Frequency Markets with Circuit Breakers
The paper evaluates the efficacy of short-term circuit breakers in financial market regulation, finding that non-HFTs and mix-HFTs provide liquidity during trading halts, while HFTs engage in more aggressive trading.
Featured in No. 36 on 7 Feb 2024 · 2 days after release
- Released
- 5 Feb 2024
- First featured
- No. 36 · 7 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4716722
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).