摘要 : I investigate the effects of imposing different bands of price limits on stock returns and volatility in the Egyptian (EGX), Thai (SET) and Korean (KRX) stock exchanges. In addition, the paper examines whether the switch from narr... 展开
作者 | Hisham Farag |
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作者单位 | |
期刊名称 | 《Global finance journal》 |
页码/总页数 | 85-97 / 13 |
语种 | 英语 |
关键词 | Volatility Day of the week Price limits |
DOI | 10.1016/j.gfj.2013.03.002 |
馆藏号 | F-374 |