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Daily price limits and stock price behavior: evidence from the Taiwan stock exchange
10 references·8 citing·43 second hop
Daily price limits and stock price behavior: evidence from the Taiwan stock exchange (2001)Daily price limits and stock price behavi…Price Limit Performance: Evidence from the Tokyo Stock Exchange (1997)Price Limit Performance: Evid…Do Daily Price Limits Act as Magnets? The Case of Treasury Bond Futures (1997)Do Daily Price Limits Act as …Circuit Breakers and Market Volatility: A Theoretical Perspective (1994)Circuit Breakers and Market V…Price limits and stock market volatility in Taiwan (1993)Price limits and stock market…Volatility, price resolution, and the effectiveness of price limits (1989)Volatility, price resolution,…Limit moves and price resolution: The case of the treasury bond futures market (1989)Limit moves and price resolut…Commentary: Volatility, price resolution, and the effectiveness of price limits (1989)Commentary: Volatility, price…Commentary: Volatility, Price Resolution, and the Effectiveness of Price Limits (1989)Commentary: Volatility, Price…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis (2024)Optimizing investment portfol…Price 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…Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets (2013)Price limit bands, asymmetric…Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks (2013)Effectiveness, cause and impa…SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY (2010)SWITCHING TO A TEMPORARY CALL…On the Magnet Effect of Price Limits (2007)On the Magnet Effect of Price…Price limits on a call auction market: Evidence from the Warsaw Stock Exchange (2004)Price limits on a call auctio…Risk aversion, uncertain information, and market efficiency (1988)The Noise Trader Approach to Finance (1990)Periodic market closure and trading volume (1992)The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges (2005)The magnet effect of price limits: A logit approach (2009)On the Estimation of Security Price Volatilities from Historical Data (1980)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand (2000)Price limits and stock market volatility (2001)What Makes Circuit Breakers Attractive to Financial Markets? A Survey (2004)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market (2016)Daily price limits and destructive market behavior (2018)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange (2003)Trading strategies during circuit breakers and extreme market movements (2004)Liquidity and Financial Market Stability (2010)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Using daily stock returns (1985)Volatility, Price Resolution, and the Effectiveness of Price Limits (1989)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Expected stock returns and volatility (1987)ARE PRICE LIMITS EFFECTIVE? EVIDENCE FROM THE ISTANBUL STOCK EXCHANGE (2006)Are price limits really bad for equity markets? (2010)The Dark Side of Circuit Breakers (2023)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Evaluating Natural Resource Investments (1985)Speculative markets and the effectiveness of price limits (2003)Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets (2015)RECONSIDERING PRICE LIMIT EFFECTIVENESS (2013)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange377 cited
  • 1994Circuit Breakers and Market Volatility: A Theoretical Perspective259 cited
  • 1989Commentary: Volatility, Price Resolution, and the Effectiveness of Price Limits106 cited
  • 1989Limit moves and price resolution: The case of the treasury bond futures market98 cited
  • 1989Volatility, price resolution, and the effectiveness of price limits96 cited
  • 1989Commentary: Volatility, price resolution, and the effectiveness of price limits96 cited
  • 1993Price limits and stock market volatility in Taiwan71 cited
  • 1997Do Daily Price Limits Act as Magnets? The Case of Treasury Bond Futures67 cited

Cited by

  • 2007On the Magnet Effect of Price Limits48 cited
  • 2013Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks42 cited
  • 2024Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis37 cited
  • 2022Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market

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31 cited
  • 2010SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY31 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
  • 2013Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets26 cited