SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Volatility, Price Resolution, and the Effectiveness of Price Limits
16 references·8 citing·44 second hop
Volatility, Price Resolution, and the Effectiveness of Price Limits (1989)Volatility, Price Resolution, and the Eff…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…Stock Market Structure and Volatility (1990)Stock Market Structure and Vo…Black Monday and the future of financial markets (1989)Black Monday and the future o…The International Crash of October 1987 (1988)The International Crash of Oc…Does Futures Trading Increase Stock Market Volatility? (1988)Does Futures Trading Increase…Stock return variances (1986)Stock return variancesUsing daily stock returns (1985)Using daily stock returnsThe degree of price resolution: The case of the gold market (1985)The degree of price resolutio…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Common stock repurchases (1981)Common stock repurchasesThe Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Periodic Structure in the Brownian Motion of Stock Prices (1962)Periodic Structure in the Bro…The financial analysts journal (1960)The financial analysts journalPrice limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market (2022)Price limit and stock market …Circuit breakers as market stability levers: A survey of research, praxis, and challenges (2018)Circuit breakers as market st…Do price limits hurt the market? (2013)Do price limits hurt the mark…An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data (2005)An Anatomy of the Magnet Effe…Price limits on a call auction market: Evidence from the Warsaw Stock Exchange (2004)Price limits on a call auctio…Circuit Breakers and the Tail Index of Equity Returns (2004)Circuit Breakers and the Tail…Speculative markets and the effectiveness of price limits (2003)Speculative markets and the e…Price limits, margin requirements, and default risk (2000)Price limits, margin requirem…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The Pricing of Options and Corporate Liabilities (1973)The effects of dividend yield and dividend policy on common stock prices and returns (1974)Dividends and taxes (1978)Efficient Capital Markets: II (1991)Event-study methodology under conditions of event-induced variance (1991)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)The valuation of options for alternative stochastic processes (1976)Estimating betas from nonsynchronous data (1977)Range‐Based Estimation of Stochastic Volatility Models (2002)Volatility forecast comparison using imperfect volatility proxies (2010)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1985Using daily stock returns6,497 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 1986Stock return variances1,813 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 1960The financial analysts journal1,043 cited
  • 1981Common stock repurchases697 cited
  • 1990Stock Market Structure and Volatility544 cited
  • 1988The International Crash of October 1987394 cited
  • 1962Periodic Structure in the Brownian Motion of Stock Prices361 cited
  • 1989Black Monday and the future of financial markets249 cited
  • 1985The degree of price resolution: The case of the gold market246 cited
  • 1988Does Futures Trading Increase Stock Market Volatility?211 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2003Speculative markets and the effectiveness of price limits107 cited
  • 2004Circuit Breakers and the Tail Index of Equity Returns43 cited
  • 2005An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data42 cited
  • 2022Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market31 cited
  • 2013Do price limits hurt the market?28 cited
  • 2004Price limits on a call auction market: Evidence from the Warsaw Stock Exchange27 cited
  • 2018Circuit breakers as market stability levers: A survey of research, praxis, and challenges27 cited
  • 2000Price limits, margin requirements, and default risk24 cited