Volatility, Price Resolution, and the Effectiveness of Price Limits

Regulatory Reform of Stock and Futures Markets ◽

10.1007/978-94-009-2193-1_7 ◽

1989 ◽

pp. 67-101 ◽

Author(s):

Christopher K. Ma ◽

Ramesh P. Rao ◽

R. Stephen Sears

Keyword(s):

Price Limits ◽

Price Resolution

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Commentary: Volatility, price resolution, and the effectiveness of price limits

Journal of Financial Services Research ◽

10.1007/bf00122802 ◽

1989 ◽

Vol 3 (2-3) ◽

pp. 205-209 ◽

Author(s):

Bruce N. Lehmann

Keyword(s):

Price Limits ◽

Price Resolution

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Volatility, price resolution, and the effectiveness of price limits

Journal of Financial Services Research ◽

10.1007/bf00122800 ◽

1989 ◽

Vol 3 (2-3) ◽

pp. 165-199 ◽

Author(s):

Christopher K. Ma ◽

Ramesh P. Rao ◽

R. Stephen Sears

Keyword(s):

Price Limits ◽

Price Resolution

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Commentary: Volatility, Price Resolution, and the Effectiveness of Price Limits

Regulatory Reform of Stock and Futures Markets ◽

10.1007/978-94-009-2193-1_8 ◽

1989 ◽

pp. 103-105 ◽

Author(s):

Merton H. Miller

Keyword(s):

Price Limits ◽

Price Resolution

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Commentary: Volatility, price resolution, and the effectiveness of price limits

Journal of Financial Services Research ◽

10.1007/bf00122801 ◽

1989 ◽

Vol 3 (2-3) ◽

pp. 201-203 ◽

Keyword(s):

Price Limits ◽

Price Resolution

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Price limits, overreaction, and price resolution in futures markets

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(199805)18:3<243::aid-fut1>3.0.co;2-t ◽

1998 ◽

Vol 18 (3) ◽

pp. 243-263 ◽

Author(s):

Haiwei Chen

Keyword(s):

Futures Markets ◽

Price Limits ◽

Price Resolution

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Commentary: Volatility, Price Resolution, and the Effectiveness of Price Limits

Regulatory Reform of Stock and Futures Markets ◽

10.1007/978-94-009-2193-1_9 ◽

1989 ◽

pp. 107-111 ◽

Author(s):

Bruce N. Lehmann

Keyword(s):

Price Limits ◽

Price Resolution

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The Effect of Price Limits on Intraday Volatility and Information Asymmetry

10.2469/dig.v39.n3.1 ◽

2009 ◽

Vol 39 (3) ◽

pp. 55-57

Author(s):

Chenchuramaiah T. Bathala

Keyword(s):

Information Asymmetry ◽

Price Limits ◽

Intraday Volatility

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Impact of Price Limits on Tail Risk

Asian Review of Financial Research ◽

10.37197/arfr.2018.31.2.4 ◽

2018 ◽

Vol 31 (2) ◽

pp. 259-301

Author(s):

Sekyung Oh ◽

◽

Hyukdo Kee

Keyword(s):

Price Limits ◽

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The Effects of Removing Price Limits and Term Structure upon Order-Submission Behaviors of IPOs

SSRN Electronic Journal ◽

10.2139/ssrn.1243482 ◽

2008 ◽

Author(s):

Pei-Han Hsin ◽

Ming-Chang Wang

Keyword(s):

Term Structure ◽

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Empirical Estimates of Effect of Price Limits on Limit-Hitting Days

SSRN Electronic Journal ◽

10.2139/ssrn.253913 ◽

2000 ◽

Author(s):

Jeff Chung ◽

Li Gan

Keyword(s):

Price Limits ◽

Empirical Estimates

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