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The Effect of Price Limits on Unconditional Volatility: The Case of CASE

Eskandar A. Tooma Medhat Hassanein ()
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Eskandar A. Tooma Medhat Hassanein: The American University in Cairo

Frontiers in Finance and Economics, 2007, vol. 4, issue 1, 125-143

Keywords: price limits; circuit breakers; stock market volatility; Egyptian stock exchange (search for similar items in EconPapers)
JEL-codes: G14 G15 G18 (search for similar items in EconPapers)
Date: 2007
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