Do Market-wide Circuit Breakers Effectively Reduce the Volatility? Evidence from China Stock Market Micro-structure

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Do Market-wide Circuit Breakers Effectively Reduce the Volatility? Evidence from China Stock Market Micro-structure

The circuit breaker mechanism was first installed in China stock market on January 4, 2016 but triggered four times and abandoned just in 4 trading days, leading to huge panic and abnormal fluctuation. Existing literature argues that the circuit breakers may not be able to reduce volatility but acce...

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Bibliographic Details
Main Author:	Guo, Yumeng
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/62901/

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