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ARE PRICE LIMITS EFFECTIVE? EVIDENCE FROM THE ISTANBUL STOCK EXCHANGE

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References

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1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
1997Price Limit Performance: Evidence from the Tokyo Stock Exchange377 cited
1989Price Volatility, International Market Links, and Their Implications for Regulatory Policies239 cited
1986A theory of price limits in futures markets211 cited
1994Volume, Volatility, and New York Stock Exchange Trading Halts208 cited
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1994Volume, Volatility, and New York Stock Exchange Trading Halts178 cited
1989Price volatility, international market links, and their implications for regulatory policies162 cited
1989Commentary: Volatility, Price Resolution, and the Effectiveness of Price Limits106 cited
1989Volatility, price resolution, and the effectiveness of price limits96 cited
1989Commentary: Volatility, price resolution, and the effectiveness of price limits96 cited
2000Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand94 cited
1999

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Price Limits and Stock Market Volatility in the Athens Stock Exchange

83 cited

1993Price limits and stock market volatility in Taiwan71 cited

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2010SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY31 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
2022Price limits, investor sentiment, and initial public offering underpricing: A quasi-natural experiment based on ChiNext21 cited
2013The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets20 cited
2015The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market19 cited