SSRNTrading, Microstructure & Execution
Trading Pauses Quality
The article finds that the Limit Up/Limit Down Amendment has reduced unnecessary trading pauses and improved liquidity for individual stocks, but has also increased short-term volatility.
Featured in No. 81 on 8 Jan 2025 · 2 days after release
- Released
- 6 Jan 2025
- First featured
- No. 81 · 8 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5084288
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).