---
title: Market Quality in High Frequency Markets with Circuit Breakers
url: https://www.ml-quant.com/papers/ssrn/4716722/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4716722
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4716722
featured: 2024-02-07
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4716722
- Identifier: SSRN 4716722
- Released: 2024-02-05
- First featured: Quant Letter No. 36 (2024-02-07): https://www.ml-quant.com/issues/2024-02-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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