Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach-Reference-Cited by-同舟云学术

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Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach

Published:2007 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Maghyereh Aktham Issa,Al-Zoubi Haitham A,Nobanee Haitham

Publisher

Elsevier BV

Reference36 articles.

1. The industrial organization of futures markets: a survey;R W. ; R Anderson;The Industrial Organization of Futures Markets,1984

2. Do daily price limits act as magnet? The case of treasury bound futures;M Arak;Journal of Financial Services Research,1997

3. Estimating the term structure of interest rate volatility in extreme values;T G Bali;Journal of Fixed Income,2001

4. A theory of price limits in the futures markets;M J Brennan;Journal of Financial Economics,1986

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