Now showing items 1-4 of 4
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 ...
Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
(Social Science Research Network, 2007-05-17)
We reexamine the eﬀects of price limits on stock volatility of Taiwan Stock Exchange using a new methodology based on the Extreme-Value technique. Consistent with the advocates of price limits, we ﬁnd that stock market ...
Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange
(Social Science Research Network, 2009)
The primary aim of this paper is to examine characteristics of stocks that hit the limits listed in the Tokyo Stock Exchange. We analyse the characteristics of stocks that hit the limits more frequently, the characteristics ...