Does the change of price limit affect the volatility in stock price? : evidence from Korea
Eunwoo Song, Jinhyung Cho
| Year of publication: |
2022
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|---|---|
| Authors: | Song, Eunwoo ; Cho, Jinhyung |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 27.2022, 1 (31.5.), p. 23-52
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| Subject: | Price Limit | Volatility Spillover Hypothesis | Delayed Price Discovery Hypothesis | Trading Interference Hypothesis | Volatilität | Volatility | Börsenkurs | Share price | Südkorea | South Korea | ARCH-Modell | ARCH model | Schätzung | Estimation | Finanzmarktregulierung | Financial market regulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013454986