Now showing items 1-2 of 2
Effectiveness of Price Limit Hits of Japan
(The Social Science Research Network, 2009-09-10)
The primary aim of this paper is to examine effectiveness of price limits for companies listed in the Tokyo Stock Exchange. Explanations are provided for the empirical findings and the extent to which the price limit hit ...
Price Limits and Volatility: A New Approach and Some New Empirical Evidence from the Tokyo Stock Exchange
(Social Science Research Network, 2010-09-10)
This study aims to examine regularities of price limit hits for stocks listed in the Tokyo Stock Exchange. Regularities of limit hits have not been examined before. The results show an increase of limit hits on Monday and ...