Abstract: We examine the relationship between price limits and stock market volatility. We find when price limits are made more (less) restrictive stock market volatility is usually not lower (higher). This finding contradicts conventional wisdom and the view of most regulators.
Publication Year: 2001
Publication Date: 2001-04-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 104
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