Are limit hits industry-specific?

Haitham Nobanee

Applied Financial Economics Letters, 2007, vol. 3, issue 2, 115-119

Abstract: This study aims to examine the industry effect of limit hits of Tokyo Stock Exchange. The results show evidence of industry effect where information technology companies have the highest limit hits per company and utilities companies have the lowest limit hits per company. High-limit hit occurrences for different industries are associated with high volatility and low-limit hit occurrences are associated with low volatility.

Date: 2007
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DOI: 10.1080/17446540600905112

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