Do price limits help control stock price volatility?

DOI10.1007/S10479-016-2317-YzbMath1404.91270OpenAlexW2525292272MaRDI QIDQ1703546

Seza Danışoğlu, Z. Nuray Güner

Publication date: 2 March 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2317-y

zbMATH Keywords

volatilityprice discoveryprice limit

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• A conditional distribution model for limited stock index returns
• PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION

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