Flexible price limits : the case of Tokyo Stock Exchange

Autoria(s): Deb, Saikat Sovan; Kalev, Petko S.; Marisetty, Vijaya B.
Data(s)

01/04/2013
Identificador

http://hdl.handle.net/10536/DRO/DU:30052909
Idioma(s)

eng
Publicador

Elsevier
Relação

http://dro.deakin.edu.au/eserv/DU:30052909/deb-flexibleprice-2013.pdf

http://dro.deakin.edu.au/eserv/DU:30052909/deb-flexibleprice-evid-2013.pdf

http://dx.doi.org/10.1016/j.intfin.2012.11.002
Palavras-Chave #daily price limits #volatility spill-over #consecutive price limit hit
Tipo

Journal Article
Acesso ao item digital