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Volatility, Price Resolution, And The Effectiveness Of Price Limits

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Author Info
MA, C.K.
RAO, R.P.
SEARS, R.S.

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Abstract

No abstract is available for this item.

Download Info
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Publisher Info
Paper provided by Columbia - Center for Futures Markets in its series Papers with number t7.

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Length: 35 pages
Date of creation: 1989
Date of revision:
Handle: RePEc:fth:colufu:t7

Contact details of provider:
Postal: COLUMBIA UNIVERSITY, CENTER FOR THE STUDY OF FUTURE MARKETS, BUSINESS SCHOOL, MORNING SIDE HEIGHTS NY NEW YORK 10027 U.S.A..
Phone: (212) 854-5553
Web page: http://www.columbia.edu/cu/business/
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Related research
Keywords: prices ; financial market;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. M. Kabir Hassan & Anisul M. Islam & Syed Abul Basher, 2000. "Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market," Working Papers 2002_6, York University, Department of Economics, revised Jun 2002. [Downloadable!]
    Other versions:
  2. Medhat Hassanein, Eskandar A. Tooma, 2007. "The Effect of Price Limits on Unconditional Volatility: The Case of CASE," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 4(1), pages 125-143, June. [Downloadable!]
  3. Joan Evans & James M. Mahoney, 1997. "The effects of price limits on trading volume: a study of the cotton futures market," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jan. [Downloadable!]
Statistics
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This page was last updated on 2009-12-16.


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