Price Limit Performance: Evidence from the Tokyo Stock Exchange
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1997.tb04827.x/fullpdf
Reference25 articles.
1. Order imbalances and stock price movements on October 19 and 20, 1987;Blume;Journal of Finance,1989
2. Stock return variances: The arrival of information and the reaction of traders;French;Journal of Financial Economics,1986
3. Transitory price changes and price-limit rules: Evidence from the Tokyo Stock Exchange;George;Journal of Financial and Quantitative Analysis,1995
4. Transactional risk, market crashes, and the role of circuit breakers;Greenwald;Journal of Business,1991
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