This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

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

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Aktham I. Maghyereh () (Department of Economics and Finance, College of Business and Economics, UAE University, AL-Ain, UAE)
Haitham A. Al Zoubi (Department of Banking and Finance, The Hashemite University, Zarka-1331-Jordan, Jordan)
Haitham Nobanee (Department of Banking and Finance, The Hashemite University, Zarka-1331-Jordan, Jordan)

Additional information is available for the following registered author(s):

Abstract

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.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.worldscinet.com/cgi-bin/details.cgi?type=pdf&id=pii:S0219091507000957
File Format: application/pdf
File Function:
Download Restriction: Access to full text is restricted to subscribers.
File URL: http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219091507000957
File Format: text/html
File Function:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by World Scientific Publishing Co. Pte. Ltd. in its journal Review of Pacific Basin Financial Markets and Policies.

Volume (Year): 10 (2007)
Issue (Month): 01 ()
Pages: 51-61
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:wsi:rpbfmp:v:10:y:2007:i:01:p:51-61

Contact details of provider:
Web page: http://www.worldscinet.com/rpbfmp/rpbfmp.shtml

Order Information:
Email:

For technical questions regarding this item, or to correct its listing, contact: (Tai Tone Lim).

Related research
Keywords: Price limits; Extreme value theory; Volatility; Taiwan stock exchange;

Find related papers by JEL classification:
G1 - Financial Economics - - General Financial Markets
G2 - Financial Economics - - Financial Institutions and Services
G3 - Financial Economics - - Corporate Finance and Governance

Statistics
Access and download statistics

Did you know? LogEc provides statistical analysis about downloads from this service (and others).

This page was last updated on 2009-11-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.