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Short-term market reaction after extreme price changes of l Short-term market reaction after extreme price changes of l

Short-term market reaction after extreme price changes of l - PowerPoint Presentation

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Uploaded On 2016-06-11

Short-term market reaction after extreme price changes of l - PPT Presentation

Introduction price evolution of liquid stocks after large intraday price change Significant reversal Volatility and volume stay high NYSEwiden bidask spread NASDAQalmost constant bidask spread ID: 357959

volatility price nasdaq event price volatility event nasdaq bid volume nyse min trading spread reversal intraday times average strategy

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