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Volatility, price resolution, and the effectiveness of price limits

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Authors and Affiliations

  1. College of Business Administration, Texas Tech University, 79409, Lubbock, TX, USA

    Christopher K. Ma (Associate Professor of Finance)

  2. College of Business Administration, Texas Tech University, 79409, Lubbock, TX, USA

    Ramesh P. Rao (Assistant Professor of Finance)

  3. Institute for Banking and Financial Studies College of Business Administration, Texas Tech University, 79409, Lubbock, TX, USA

    R. Stephen Sears (Professor of Finance and Director of the)

Authors
  1. Christopher K. Ma
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  2. Ramesh P. Rao
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  3. R. Stephen Sears
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Ma, C.K., Rao, R.P. & Sears, R.S. Volatility, price resolution, and the effectiveness of price limits. J Finan Serv Res 3, 165–199 (1989). https://doi.org/10.1007/BF00122800

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