Price limits and stock market volatility.

DOI10.1016/S0165-1765(00)00403-1zbMath1079.91521OpenAlexW2142324883MaRDI QIDQ5940905

K. A. Kim

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00403-1

zbMATH Keywords

Price limitsStock market volatility

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (5)

An Approach of Stocks Substitution Strategy Using Fuzzy Interval Correlation Coefficient ⋮ The effect of relaxing daily price limit: evidence from the ChiNext market of China ⋮ Estimating time-varying beta of price limits and its applications in China stock market ⋮ Speculative markets and the effectiveness of price limits ⋮ SECURITY MARKETS WITH PRICE LIMITS: A BAYESIAN APPROACH

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