Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Price limits"”.
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Analyzing Price Limit Policy Under a Theoretical Framework
… framework to study the effects of implementing price limit policy on price movements and trading behaviors. Due to the high difficulty of isolating effects of price limits in empirical data, it is useful to develop a model to simulate the theoretically possible effects of enforcing price limits …
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Market microstructure issues related to the Greek capital market
… breakers on financial markets, focusing on daily price limits, transaction taxes and margin requirements, with specific reference to the Greek capital market. Based on our empirical findings, we provide little evidence in support of the effectiveness of the above regulatory measures, in line with …
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Modelling seasonality in South African agricultural futures
… seasonality in agricultural commodity futures prices. Futures prices are modelled using the model developed by Sørensen (2002). The model defines the commodity spot price as the sum of a nonstationary state variable, a stationary state variable and a deterministic seasonal component. Standard …
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An investigation of stock market volatility in Chinese stock markets and the effects of institutional investors
… conflating influence of regulator imposed daily limits to individual stocks' price movements. We conclude that binding price limits act to exacerbate the destabilising effects of institutional trading in Chinese stock markets.;Chapter 4 disaggregates the volatility of common stocks at the market, …
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Essays on extreme events in agricultural futures markets
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-08-01