NASDAQ Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

By William G. Christie, Shane A. Corwin, Jeffrey H. Harris. 2002

115 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cfe52803edb2613671c7fe4f6391805689502768

Citations in the corpus

• News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements (2014, unknown): “Similar to Lee, Ready, and Seguin (1994) and Christie, Corwin, and Harris (2002), we calculate pseudo-announcement dates as a baseline period relative to actual announcement dates by subtracting a randomly selected number of trading days.”