Volume, Volatility, and New York Stock Exchange Trading Halts

Differences of Opinion Make a Horse Race

1993 • 1,618 citations

Transactional risk, market crashes, and the role of circuit breakers

1993 • 136 citations

The Existence of Pareto Superior Price Limits

1993 • 61 citations

The market reaction to 10-K and 10-Q filings to subsequent "Wall Street Journal" earnings announcements

1989 • 26 citations

Self-Generating Trade And Rational Fads: The Response Of Price To New Information

1989 • 7 citations

The Existence of Pareto Superior Price Limits and Trading Halts

1991 • 7 citations