Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock markets. [PDF]
PLoS ONE, 2015 Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase market efficiency.
Yu-Lei Wan +7 more
doaj +2 more sources
Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective. [PDF]
PLoS ONE, 2015 This paper explores a method of managing the risk of the stock index futures market and the cross-market through analyzing the effectiveness of price limits on the Chinese Stock Index 300 futures market.
Xiong Xiong +3 more
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Price limit & Evolving Capital Market Efficiency [PDF]
فصلنامه بورس اوراق بهادار, 2022 Emerging capital markets have limiting regulation such as price range in order to control dark impacts of market excitement and prevent extreme price volatility & market collapse.
hani hekmat +2 more
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Investigation of the Effects of Price Limit Changes on the Intraday Volatility of Iran’s Stock Market Using Realized Variance (RV) and District Fourier Transform (DFT) [PDF]
Journal of Asset Management and Financing, 2023 In this paper, the effect of a change in price limit on Iran’s stock market and its volatility was studied by applying two methods. One was Realized Variance (RV) before and after the price change was applied and the other was District Fourier Transform (
Mohammad Hasannezhad +2 more
doaj +1 more source
Journal of Environmental Economics and Management, 2015 We study oil extraction by a monopolist who faces demand from a climate-aware and a climate-ignorant region. A renewable, perfect substitute for oil is available at constant unit cost. The climate-aware region uses a carbon tax and a renewables subsidy as policy instruments.
van der Meijden, Gerard +2 more
openaire +5 more sources
Limit Order Book and Short-term Stock Price Movement Predictability: Evidence from Tehran Stock Exchange [PDF]
Journal of Asset Management and Financing, 2020 Objective: Open limit order book can be used as a tool to enhance transparency and price discovery in financial markets by showing the offered volumes and prices of buy and sell orders. In this study, we aim to answer two questions by examining the limit
Ali Ebrahimnejad +2 more
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The Effect of Change in Price Limit on Stock Market Volatility and Trading Volume -Evidence from Tehran Stock Exchange (TSE) [PDF]
مجله دانش حسابداری, 2010 Financial market crashes in recent decades have given rise to discussions about excessive volatility in these markets. Some authorities recommend price limits as a device to control excessive price swings, arguing that price limits can provide a cooling ...
Ahmad Badri, Maryam Ramezanian
doaj +1 more source
The Effect of Market Monitoring Costs on Price Limit Rules [PDF]
تحقیقات مالی, 2015 This study examined the relationship between market monitoring cost consist the business disclosure index, the index of perception of corruption, rule of law and regulations quality, and also pointed out the technology index and exercise price limit ...
Ebrahim Abbasi +2 more
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On commodity price limits [PDF]
Journal of Futures Markets, 2017 AbstractThis paper examines the behavior of futures prices and trader positions around the occurrence of price limits in commodity futures markets. We ask whether limit events are the result of shocks to fundamental volatility or the result of temporary volatility induced by the trading of noncommercial market participants (speculators). We find little
Rajkumar Janardanan +2 more
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Relative Performance of the Trading Halts and Price Limits At the Tehran Stock Exchange [PDF]
راهبرد مدیریت مالی, 2013 This research studies the relative performance of trading halts and price limits using data from the Tehran Stock Exchange, where both mechanisms have coexisted. This research is based on studying the event.
mohammadreza rostami +1 more
doaj +1 more source