A review of regulatory mechanisms to control the volatility of prices
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- Kim, Kenneth A., 2001. "Price limits and stock market volatility," Economics Letters, Elsevier, vol. 71(1), pages 131-136, April.
- Westerhoff Frank H., 2008. "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 195-227, April.
- Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, EconWPA.
- Kim, Kenneth A. & Limpaphayom, Piman, 2000. "Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand," Journal of Financial Markets, Elsevier, vol. 3(3), pages 315-332, August.
- Huang, Yen-Sheng & Fu, Tze-Wei & Ke, Mei-Chu, 2001. "Daily price limits and stock price behavior: evidence from the Taiwan stock exchange," International Review of Economics & Finance, Elsevier, vol. 10(3), pages 263-288, July.
- Difang Wan & Yang Yang & Dong Fang & Guang Yang, 2010. "Research on the margin of futures markets and the policy spillover effect," China Finance Review International, Emerald Group Publishing, vol. 1(1), pages 34-56, October.
- Juan C. Reboredo, 2012.
"The switch from continuous to call auction trading in response to a large intraday price movement,"
Taylor & Francis Journals, vol. 44(8), pages 945-967, March.
- Juan C Reboredo, 2011. "The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement," Post-Print hal-00667598, HAL.
- Lisewski, Andreas Martin & Lichtarge, Olivier, 2010. "Untangling complex networks: Risk minimization in financial markets through accessible spin glass ground states," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3250-3253.
- repec:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0506-8 is not listed on IDEAS
- Westerhoff, Frank, 2003. "Speculative markets and the effectiveness of price limits," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 493-508, December.
- Chan, Soon Huat & Kim, Kenneth A. & Rhee, S. Ghon, 2005. "Price limit performance: evidence from transactions data and the limit order book," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 269-290, March.
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