Circuit breakers that stop trading in individual stocks or the entire market if prices drop too fast have been widely introduced after the 1987 stock market crash.
I am analyzing (as part of a larger study that I am carrying out) what seems to be a significant correlation both for p value and for effect size between volumes and returns on the front contract of the eminisp500. With an increase in volumes compared to a baseline purified by rollovers and precisely by circuit breakers and holidays, there are tendentially negative returns on the eminisp500.
I am analyzing (as part of a larger study that I am carrying out) what seems to be a significant correlation both for p value and for effect size between volumes and returns on the front contract of the eminisp500. With an increase in volumes compared to a baseline purified by rollovers and precisely by circuit breakers and holidays, there are tendentially negative returns on the eminisp500.