An Extreme Value Approach to Test the Effect of Price Limits on Volatility-Reference-Cited by-同舟云学术

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An Extreme Value Approach to Test the Effect of Price Limits on Volatility

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Nobanee Haitham,Al-Hilu Khalil

Publisher

Elsevier BV

Reference65 articles.

1. Measuring and optimising extreme sectoral risk in Australia;D E Allen;Asia Pacific Journal of Economics and Business,2011

2. Beyond reasonable doubt: Multiple tail risk measures applied to European industries;D E Allen;Applied Economics Letters,2011

3. Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange;W K Alshattarat;Journal of International Business and Finance,2009

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Circuit breakers as market stability levers: A survey of research, praxis, and challenges;International Journal of Finance & Economics;2018-10-29

2. Does Price Limit Hit's Patterns Follow Stock Return Patterns?;SSRN Electronic Journal;2017

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