NR Sabri - Journal of derivatives & Hedge funds, 2008 - Springer
This study intends to examine the price–volume movements in the Arab stock markets, in order to determine the impact of changes in trade volume on the volatility of stock prices as …
This book aims to trace and point out the recent developments occurred in the Arab Economy in the last two decades, including trends toward integration, liberalisation, and …
G Chen, TS Strother - Available at SSRN 1094485, 2008 - papers.ssrn.com
This paper explores the dynamics between the returns process of an index exchange traded fund (ETF) in a market subject to price movement or price limit constraints. Using the SSE …
MR Rita, E Tandelilin - Jurnal Ekonomi dan Bisnis Indonesia, 2007 - core.ac.uk
Some stock markets have employed price limit to prevent market crash. The question about the effectiveness of price limit has long attracted research interest. Price limit advocates …
Why do markets exist? How are they maintained? What are market systems and how are they formed? This book addresses these fundamental questions and challenges the …
S Shams, M Ashrafi - Empirical Research in Accounting, 2013 - jera.alzahra.ac.ir
Price Limit is a type of circuit breaker which is applied in future markets and also some of stock exchanges in emerging markets. In this research we try to examine the relationship …
This study employs highly-structured regression models to examine the existence of the monthly trading effect in Amman Stock Exchange (ASE) over the 2002-2006 period. Utilizing …
The research undertaken aims to contribute to the debate about market efficiency and market volatility in an Islamic context. The research relates to the Amman Stock Exchange …
This paper studies the effect of price limits on price discovery process in China's stock market by examining whether the price limit strengthens the daily return autocorrelation …