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• W2067334071 abstract "We reexamine the effects of price limits on stock volatility of Taiwan Stock Exchange using a new methodology based on the Extreme-Value technique. Consistent with the advocates of price limits, we find that stock market volatility is sharply moderated under more restrictive price limits." @default.
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• W2067334071 date "2007-03-01" @default.
• W2067334071 modified "2023-10-14" @default.
• W2067334071 title "Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach" @default.
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• W2067334071 doi "https://doi.org/10.1142/s0219091507000957" @default.
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