Modeling daily price limits-Reference-Cited by-同舟云学术

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Modeling daily price limits

Published:1999-03 Issue:3 Volume:8 Page:283-301
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Chou Pin-Huang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974

2. A theory of price limits in futures markets;Brennan;Journal of Financial Economics,1986

3. Price limits and stock market volatility in Taiwan;Chen;Pacific-Basin Finance Journal,1993

4. Price limits in Taiwan and risk-return estimation;Chiang;Pacific-Basin Capital Markets Research,1990

5. A Gibbs sampling approach to the estimation of linear regression models under daily price limits;Chou;Pacific-Basin Finance Journal,1997

Cited by 10 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. Does price limit reduce stock price volatility on the limit up and down day?;Finance Research Letters;2023-12

2. Predicting the limit-hit frequency in futures contracts;International Review of Financial Analysis;2013-12

3. What affects the cool-off duration under price limits?;Pacific-Basin Finance Journal;2013-09

4. Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market;Journal of Applied Mathematics;2013

5. An Empirical Comparison of Price-Limit Models*;International Review of Finance;2008-01-07

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