English, Article edition: Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach Aktham I. Maghyereh; Haitham A. Al Zoubi; Haitham Nobanee

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/132203
Physical Description
  • article
Language
  • English

Edition details

Title
  • Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
Author
  • Aktham I. Maghyereh
  • Haitham A. Al Zoubi
  • Haitham Nobanee
Physical Description
  • article
Notes
  • We reexamine the effects of price limits on stock volatility of Taiwan Stock Exchange using a new methodology based on the Extreme-Value technique. Consistent with the advocates of price limits, we find that stock market volatility is sharply moderated under more restrictive price limits.
  • Price limits, Extreme value theory, Volatility, Taiwan stock exchange
  • RePEc:wsi:rpbfmp:v:10:y:2007:i:01:p:51-61
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment