Order Flow and Liquidity around NYSE Trading Halts

By Shane A. Corwin, M. Lipson. 2000

149 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/1bd2f150f7c745bf180cb06f434759f63e88b269

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Jeffrey H. Harris
2. William G. Christie
3. Shane A. Corwin
4. Ajay Patel
5. Yongtae Kim
6. M. Park

In Finance

1. Jeffrey H. Harris
2. William G. Christie
3. Shane A. Corwin
4. Ajay Patel
5. Yongtae Kim
6. M. Park

Citations in the corpus

• How the Equity Market Responds to Unanticipated Events (2003, background): “In figures 1–4, our results provide some interesting insights in comparison with the results in Corwin and Lipson (2000).”
• NASDAQ Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (2002, methodology): “In contrast, Corwin and Lipson (2000) report that percentage spreads rise by only 30 percent at the resumption of trading for news-related halts on the NYSE.”