Price Limits is a regulatory mechanism in exchange-traded derivatives markets that establishes upper and lower bounds on the daily price movement of a commodity contract to mitigate excessive volatility and prevent disorderly trading.
187
Publications
9.1K
Citations
351
Authors
228
Institutions
Publications per year
2017–2026
29
Variants
Daily Price Limits
Publications
187
Price Limit Performance: Evidence from the Tokyo Stock Exchange
Kenneth A. Kim, S. Ghon Rhee · The Journal of Finance · 1997 · 368 citations
1–5 of 187
Authors
351
- KAKenneth A. Kim
University at Buffalo, State University of New York, United States
8 publications · 934 citations
8
h-index
- JY
6
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- YH
6
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- TM
5
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- SY
5
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1–5 of 351
Institutions
228
Oregon State University
Corvallis, United States
8 h-index
9 publications
375 citations
National Central University
Taoyuan City, Taiwan
7 h-index
8 publications
151 citations
National United University
Miaoli, Taiwan
6 h-index
6 publications
100 citations
East China University of Science and Technology
Shanghai, China
5 h-index
22 publications
774 citations
University of Cincinnati
Cincinnati, United States
5 h-index
5 publications
136 citations
The University of Tokyo
Tokyo, Japan
5 h-index
13 publications
198 citations
Sparx Group (Japan)
Tokyo, Japan
5 h-index
5 publications
82 citations
National Bureau of Economic Research
Cambridge, United States
4 h-index
7 publications
552 citations
1–8 of 228
Venues
- Journal of Futures Markets
14 publications · 526 citations
13
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- Pacific-Basin Finance Journal
12 publications · 441 citations
12
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- SSRN Electronic Journal
Repository · 13 publications · 430 citations
10
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- Journal of Economic Dynamics and Control
5 publications · 338 citations
5
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- Physica A Statistical Mechanics and its Applications
5 publications · 233 citations
5
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1–5