Volatility Controls
Volatility Controls is a regulatory mechanism within trading venue governance that functions to temporarily halt or restrict trading activities in response to abrupt price movements, thereby distinguishing itself from other market oversight tools through its targeted suppression of excessive short-term price fluctuations to maintain market integrity and prevent disorderly conditions.
16
Publications
919
Citations
40
Authors
24
Institutions
Publications per year
2017–2026
1
16
Price Limit Performance: Evidence from the Tokyo Stock Exchange
Kenneth A. Kim, S. Ghon Rhee · The Journal of Finance · 1997 · 368 citations
New Financial Instruments for Hedge Changes in Volatility
Menachem Brenner, Dan Galai · Financial Analysts Journal · 1989 · 107 citations
1–5 of 16
40
2
h-index
2
h-index
University at Buffalo, State University of New York, United States
2 publications · 445 citations
2
h-index
2
h-index
2
h-index
1–5 of 40
24
Florida International University
Miami, United States
2 h-index
2 publications
36 citations
Emory University
Atlanta, United States
2 h-index
3 publications
60 citations
Bentley University
Waltham, United States
1 h-index
1 publications
23 citations

Radford University
Radford, United States
1 h-index
1 publications
17 citations
University of Copenhagen
Copenhagen, Denmark
1 h-index
4 publications
140 citations

Centre National de la Recherche Scientifique
Paris, France
1 h-index
1 publications
12 citations
Nexant (United States)
San Francisco, United States
1 h-index
7 publications
350 citations

University of Hawaiʻi at Mānoa
Honolulu, United States
1 h-index
1 publications
35 citations
1–8 of 24
2 publications · 445 citations
2
h-index
Repository · 2 publications · 34 citations
2
h-index
JAAF · 1 publications · 24 citations
1
h-index
FAJ · 1 publications · 107 citations
1
h-index
1 publications · 23 citations
1
h-index
1–5