Karine Michalon

Université Paris-Dauphine - DRM-CEREG

Associate Professor

place du Maréchal de Lattre de Tassigny

cedex 16

Paris, 75775

France

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Scholarly Papers (1)

1.

How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 54 Posted: 01 Sep 2012
Karine Michalon
Université Paris-Dauphine - DRM-CEREG
Downloads 57 (266,296)

Abstract:

trading suspension, price limit, high frequency data, volume, volatility