Volatility, price resolution, and the effectiveness of price limits

1989 ◽  
Vol 3 (2-3) ◽  
pp. 165-199 ◽  
Author(s):  
Christopher K. Ma ◽  
Ramesh P. Rao ◽  
R. Stephen Sears
Keyword(s):  
Price Limits ◽  
Price Resolution

Volatility, Price Resolution, and the Effectiveness of Price Limits

1989 ◽  
pp. 67-101 ◽  
Author(s):  
Christopher K. Ma ◽  
Ramesh P. Rao ◽  
R. Stephen Sears
Keyword(s):  
Price Limits ◽  
Price Resolution

Impact of Price Limits on Tail Risk

2018 ◽  
Vol 31 (2) ◽  
pp. 259-301
Author(s):  
Sekyung Oh ◽  
◽  
Hyukdo Kee
Keyword(s):  
Price Limits ◽  
Tail Risk
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