Effects of a price limit change on market stability at the intraday horizon in the Korean stock market
This article investigates the effects of a price limit change on the volatility of the Korean stock market’s (KRX) intraday stock price process. Based on the most recent transaction data from the KRX, which experienced a change in the price limit on 15 June 2015, we examine the change in realized va...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Routledge
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |