Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach

Simple item page
dc.contributor.authorMaghyereh, Aktham I.
dc.contributor.authorAl Zoubi, Haitham A.
dc.contributor.authorNobanee, Haitham
dc.date.accessioned2018-03-05T08:49:13Z
dc.date.accessioned2023-08-19T07:32:13Z
dc.date.available2018-03-05T08:49:13Z
dc.date.available2023-08-19T07:32:13Z
dc.date.issued2007-05-17
dc.descriptionMaghyereh, A. I., Al Zoubi, H. A., & Nobanee, H. (2007). Price limit and volatility in Taiwan stock exchange: Some additional evidence from the extreme value approach. Review of Pacific Basin Financial Markets and Policies, 10(01), 51-61.
dc.description.abstractWe 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 mod- erated under more restrictive price limits.en_US
dc.identifier.citationMaghyereh, A. I., Al Zoubi, H. A., & Nobanee, H. (2007). Price limit and volatility in Taiwan stock exchange: Some additional evidence from the extreme value approach. Review of Pacific Basin Financial Markets and Policies, 10(01), 51-61.
dc.identifier.doihttps://doi.org/10.1142/S0219091507000957
dc.identifier.urihttps://edms.wexl.in/handle/1/425
dc.language.isoenen_US
dc.publisherWorld Scientificen_US
dc.subjectPrice Limitsen_US
dc.subjectExtreme Value Theoryen_US
dc.subjectVolatilityen_US
dc.subjectStock Exchangeen_US
dc.titlePrice Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approachen_US
dc.typeReview en_US

Files

Collections

Finance