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ArticlePrice limits and volatility

Petko S. Kalev2016

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Articlegreen2016

Price limits and volatility

Petko S. Kalev · Vijaya B. Marisetty

24 citations·0/0 files stored·Pacific-Basin Finance Journal

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

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References

1986Generalized autoregressive conditional heteroskedasticity 2005On the Benefits of Concurrent Lending and Underwriting 1993A Permanent and Transitory Component Model of Stock Return Volatility 2005Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange 1999A Long-Run and Short-Run Component Model of Stock Return Volatility 1999Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger 2002When Is Bad News Really Bad News?

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Details

Year2016

Typearticle

Published2016-12-07

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.pacfin.2016.12.002

openalex_workW2560178313

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