Liquidity Provision During Circuit Breakers and Extreme Market Movements

Structure and performance: Global interdependence of stock markets around the crash of October 1987∗

1990 • 202 citations

Order Flow and Liquidity around NYSE Trading Halts

2000 • 166 citations

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

1993 • 136 citations

Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse

1999 • 100 citations

Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange

1997 • 77 citations

An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior

2001 • 67 citations

Circuit Breakers and Market Volatility: A Theoretical Perspective

1994 • 60 citations

Limit orders and the bid-ask spread

2003 • 58 citations

Liquidity Provision with Limit Orders and a Strategic Specialist

1997 • 55 citations

Tuesday, October 28

1997 • 1 citations