Auflistung LIF-SAFE Working Papers nach Autor "Haferkorn, Martin"

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    • Circuit Breakers – A Survey among International Trading Venues 

      Clapham, Benjamin; Gomber, Peter; Haferkorn, Martin; Jentsch, Paul; Panz, Sven (2018-02-08)
      Circuit Breakers are widely implemented in 2016. Currently, the majority (86%) of the responding trading venues use circuit breakers to ensure investor protection and to increase market integrity and stability. Compared ...

    • Managing Excess Volatility: Design and Effectiveness of Circuit Breakers 

      Clapham, Benjamin; Gomber, Peter; Haferkorn, Martin; Panz, Sven (2017-02-02)
      We investigate different designs of circuit breakers implemented on European trading venues and examine their effectiveness to manage excess volatility and to preserve liquidity. Specifically, we empirically analyze ...