SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Volatility, Price Resolution, and the Effectiveness of Price Limits · Study

ChapterShelves

ChapterVolatility, Price Resolution, and the Effectiveness of Price Limits

Christopher K. Ma1989

Chapter1989

Volatility, Price Resolution, and the Effectiveness of Price Limits

Christopher K. Ma · Ramesh P. Rao · R. Stephen Sears

108 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 108 citations exist upstream.

References

1985Does the Stock Market Overreact?1985Using daily stock returns 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1985Evaluating Natural Resource Investments 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1980The Extreme Value Method for Estimating the Variance of the Rate of Return 1986Stock return variances 1980On the Estimation of Security Price Volatilities from Historical Data

Cited by

2003Speculative markets and the effectiveness of price limits 2004Circuit Breakers and the Tail Index of Equity Returns 2005An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data 2022Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market 2013Do price limits hurt the market?2004Price limits on a call auction market: Evidence from the Warsaw Stock Exchange

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1989Volatility, price resolution, and the effectiveness of price limitsarticle · 16 shared references 1989Limit moves and price resolution: The case of the treasury bond futures marketarticle · 11 shared references 1995THE EFFECT OF PRICE LIMITS ON STOCK PRICE VOLATILITY: EMPIRICAL EVIDENCE IN KOREAarticle · 6 shared references 2001Market reaction to public information: The atypical case of the Boston Celticsarticle · 5 shared references 1992Daily Stock Market Volatility: 1928–1989article · 5 shared references 2000Price limits, margin requirements, and default riskarticle · 5 shared references

Details

Year1989

Typechapter

Published1989-01-01

VenueSpringer eBooks

Languageen

Citations108

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1007/978-94-009-2193-1_7

openalex_workW2005678794

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2018Circuit breakers as market stability levers: A survey of research, praxis, and challenges

2000Price limits, margin requirements, and default risk