Lee and Seguin are from The University of Michigan and Ready is from The University of Wisconsin. We thank Bal Radhakrishna and Tony Kaylin for excellent research assistance and Vic Bernard, Hank Bessembinder, David Cutler, Jennifer Francis, Mason Gerety, Doug Hanna, Marilyn Johnson, Margaret Monroe, Pat O'Brien, Doug Skinner, and workshop participants at Arizona State, Georgia, Pittsburgh, Washington, Waterloo, Wisconsin, the Market Structure and Regulation Group at the University of Michigan, the NBER Working Group on Behavioral Finance, the 1992 FMA Annual Meetings, and the USC-UCLA-NYSE Conference on Market Microstructure for helpful comments. This research is conducted using the Cornell National Supercomputer Facility, a resource of the Cornell Theory Center, which receives major funding from the National Science Foundation and IBM.
Volume, Volatility, and New York Stock Exchange Trading Halts
Article first published online: 30 APR 2012
1994 The American Finance Association
The Journal of Finance
Volume 49, Issue 1, pages 183–214, March 1994
How to Cite
LEE, C. M. C., READY, M. J. and SEGUIN, P. J. (1994), Volume, Volatility, and New York Stock Exchange Trading Halts. The Journal of Finance, 49: 183–214. doi: 10.1111/j.1540-6261.1994.tb04425.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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