Are limit hits industry-specific?

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dc.contributor.authorNobanee, Haitham
dc.date.accessioned2018-03-05T06:17:10Z
dc.date.accessioned2023-08-19T07:44:56Z
dc.date.available2018-03-05T06:17:10Z
dc.date.available2023-08-19T07:44:56Z
dc.date.issued2007-05-17
dc.descriptionNobanee, H. (2007). Are limit hits industry-specific?. Applied Financial Economics Letters, 3(2), 115-119.
dc.description.abstractThis study aims to examine the industry effect of limit hits of Tokyo Stock Exchange. The results show evidence of industry effect where information technology companies have the highest limit hits per company and utilities companies have the lowest limit hits per company. High-limit hit occurrences for different industries are associated with high volatility and low-limit hit occurrences are associated with low volatility.en_US
dc.identifier.citationNobanee, H. (2007). Are limit hits industry-specific?. Applied Financial Economics Letters, 3(2), 115-119.
dc.identifier.doihttps://doi.org/10.1080/17446540600905112
dc.identifier.urihttps://edms.wexl.in/handle/1/415
dc.language.isoenen_US
dc.publisherSocial Science Research Networken_US
dc.subjectTokyo Stock Exchangeen_US
dc.subjectStock Exchangeen_US
dc.subjectJapanen_US
dc.subjectIndustriesen_US
dc.titleAre limit hits industry-specific?en_US
dc.typeArticleen_US

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