Volatility Controls

Volatility Controls is a regulatory mechanism within trading venue governance that functions to temporarily halt or restrict trading activities in response to abrupt price movements, thereby distinguishing itself from other market oversight tools through its targeted suppression of excessive short-term price fluctuations to maintain market integrity and prevent disorderly conditions.

16

Publications

919

Citations

40

Authors

24

Institutions

Publications per year

2017–2026

1

Authors

40

  1. SG
    S. Ghon Rhee

    University of Hawaii System, United States

    2 publications · 445 citations

    2

    h-index

  2. ID
    Ilia D. Dichev

    Emory University, United States

    2 publications · 36 citations

    2

    h-index

  3. KA
    Kenneth A. Kim

    University at Buffalo, State University of New York, United States

    2 publications · 445 citations

    2

    h-index

  4. KH
    Kelly Huang

    Florida International University, United States

    2 publications · 36 citations

    2

    h-index

  5. DZ
    Dexin Zhou

    Baruch College, United States

    2 publications · 36 citations

    2

    h-index

1–5 of 40

Venues

  1. The Journal of Finance

    2 publications · 445 citations

    2

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 34 citations

    2

    h-index

  3. Journal of Accounting Auditing & Finance

    JAAF · 1 publications · 24 citations

    1

    h-index

  4. Financial Analysts Journal

    FAJ · 1 publications · 107 citations

    1

    h-index

  5. Journal of Futures Markets

    1 publications · 23 citations

    1

    h-index

1–5