Circuit breakers as market stability levers: A survey of research, praxis, and challenges

IM Sifat, A Mohamad - International Journal of Finance & …, 2019 - Wiley Online Library
Circuit breaker, an automated regulatory instrument employed to deter panic, temper
volatility, and prevent crashes, is controversial in financial markets. Proponents claim it …

[HTML][HTML] Investor sentiment and stock market anomalies in Australia

X Zhang, E Bissoondoyal-Bheenick, A Zhong - International Review of …, 2023 - Elsevier
By constructing the first Australian investor sentiment index, this study explores the role of
sentiment in explaining stock market anomalies. The Australian investor sentiment index is …

Injecting liquidity into liquidity research

K Benson, R Faff, T Smith - Pacific-Basin Finance Journal, 2015 - Elsevier
In this paper, we aim to make more “liquid” our general understanding of liquidity research in
finance. Our review of the relevant literature shows that it covers an extensive territory …

Fifty years of finance research in the A sia P acific B asin

K Benson, R Faff, T Smith - Accounting & Finance, 2014 - Wiley Online Library
In this paper, we review the history of scholarly finance research in the A sia P acific B asin.
We do this by analysing the four leading regional finance journals–A ccounting and F …

Bitcoin as an investment and hedge alternative. A DCC MGARCH model analysis

KO Rudolf, S Ajour El Zein, NJ Lansdowne - Risks, 2021 - mdpi.com
Volatility and investor sentiment have been factors for the slow adoption rate of Bitcoin (BTC)
that was first recognized in 2008 as a potential store of value, investment vehicle and a …

The impact of fragmentation, exchange fees and liquidity provision on market quality

M Aitken, H Chen, S Foley - Journal of Empirical Finance, 2017 - Elsevier
We analyse the impact of two major financial frictions on market quality in a high-frequency
environment: market fragmentation and exchange fees. We find fragmentation significantly …

Faktor yang mempengaruhi harga saham: bukti empiris dari Indonesia

GMH Putro, SY Astuti, N Masadah… - Journal of Culture …, 2023 - journal.umg.ac.id
The financial ratios of liquidity, profitability, solvency, activity, and basic earning ratio on
share prices are the financial ratios used in this study to analyze the financial performance of …

Bank crisis boosts bitcoin price

D Petti, I Sergio - Journal of Risk and Financial Management, 2024 - mdpi.com
Bitcoin (BTC) represents an emerging asset class, offering investors an alternative avenue
for diversification across various units of exchange. The recent global banking crisis of 9 …

An empirical analysis of algorithmic trading around earnings announcements

A Frino, T Prodromou, GHK Wang… - Pacific-Basin Finance …, 2017 - Elsevier
This study examines the impact of corporate earnings announcements on trading activity
and speed of price adjustment, analyzing algorithmic and non-algorithmic trades during the …

[HTML][HTML] Trading halts and the advantage of institutional investors: Historical evidence from Borsa Istanbul

R Bildik - Borsa Istanbul Review, 2023 - Elsevier
The effects and effectiveness of trading halts remain controversial among academics and
regulators. This paper provides historical evidence regarding the efficacy of trading halts …