The effect of price tests on trader behavior and market quality: An analysis of Reg SHO ☆
By Gordon J. Alexander, Mark Peterson. 2008
125 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/89de2d342ee48fdbaa33728817c30de0accf0ae8
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Citations in the corpus
- The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, methodology): “…weak-form EMH, recently used measures of relative efficiency are the absolute value of the autocorrelation coefficient (some recent studies include Alexander and Peterson, 2008; Chordia et al., 2008; Boehmer and Kelley, 2009; Boehmer and Wu, 2009), the absolute deviation from one of variance…”
- Short Selling and Earnings Management: A Controlled Experiment (2016, unknown): “Using Regulation SHO’s Rule 202T pilot program, Alexander and Peterson (2008) find that order execution and market quality improved for the pilot stocks during the pilot program.”
- The Real Effects of Short-Selling Constraints (2014, unknown): “Consistent with this regulatory goal, previous studies find that the uptick rule significantly impedes the execution of short sales (see, for example, Angel (1997) and Alexander and Peterson (1999)).”