SECURITY MARKETS WITH PRICE LIMITS: A BAYESIAN APPROACH

DOI10.1142/S0219024906003585zbMATH Open1154.91445MaRDI QIDQ5483443FDOQ5483443

Arie Harel, Giora Harpaz

Publication date: 14 August 2006

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

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zbMATH Keywords

Bayesian analysisasset pricingprice limitsreturn predictions

Mathematics Subject Classification ID

Cites Work

• Equivalent Comparisons of Experiments
• Price limits and stock market volatility.

Cited In (2)

• Title not available (Why is that?)
• Estimating the effect of price limits on limit‐hitting days

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