Volatility, price resolution, and the effectiveness of price limits-Reference-Cited by-同舟云学术

Volatility, price resolution, and the effectiveness of price limits

Published:1989-12 Issue:2-3 Volume:3 Page:165-199
ISSN:0920-8550
Container-title:Journal of Financial Services Research
language:en
Short-container-title:J Finan Serv Res

Author:

Ma Christopher K.,Rao Ramesh P.,Sears R. Stephen

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/content/pdf/10.1007/BF00122800.pdf

Reference46 articles.

1. BallC., TorousW. and TschoegeA. ?The Degree of Price Resolution: The Case of the Gold Market.? The Journal of Futures Markets 5 (1985), 29?43.

2. BarroR. ?The Stock Market and the Macroeconomy: Implications of the October 1987 Crash.? In: R.Kampuis, R.Kormendi, and J.Watson, eds., Black Monday and the Future of Financial Markets. Homewood, IL: Irwin, 1989, pp. 83?100.

3. Becker, B. and Underhill, D. ?Market Reform Proposals and Actions.? Eleventh Annual Commodities Law Institute, September 26, 1988.

4. Brady Commission ?Report of the Presidential Task Force on Market Mechanisms.? January 1988.

5. BrennanM. ?A Theory of Price Limits in Futures Markets.? Journal of Financial Economics 16 (1986), 213?233.

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