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 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 ...