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 volat...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English English |
| Published: |
Emerald Group Publishing Ltd.
2020
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/80185/1/80185_Ex-post%20effects%20of%20circuit%20breakers.pdf http://irep.iium.edu.my/80185/2/80185_Ex-post%20effects%20of%20circuit%20breakers_SCOPUS.pdf http://irep.iium.edu.my/80185/3/80185_Ex-post%20effects%20of%20circuit%20breakers_WOS.pdf http://irep.iium.edu.my/80185/ https://www.emerald.com/insight/content/doi/10.1108/JES-06-2018-0226/full/pdf |
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| Institution: | Universiti Islam Antarabangsa Malaysia |
| Language: | English English English |