Ex-post effects of circuit breakers in crisis and calm markets: Long horizon evidence from wide-band Malaysian price limits
Purpose: Despite regulatory claims of straitening volatility and preventing crashes, evidences on circuit breakers' ability to achieve so are nonconclusive. While previous scholars studies general performances of circuit breakers, the authors examine whether Malaysian price limits aggravate vol...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Group Publishing Ltd.
2020
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/84728/1/Sifat%20Mohamad%202020%20JOES.pdf http://irep.iium.edu.my/84728/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-85081638755&doi=10.1108%2fJES-06-2018-0226&partnerID=40&md5=61fae272f95975087f89afe1cc172664 https://doi.org/10.1108/JES-06-2018-0226 |
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