Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/783653
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dc.contributor.authorJong-Rock Chung-
dc.date.accessioned2026-06-09T16:04:41Z-
dc.date.available2026-06-09T16:04:41Z-
dc.identifier.urihttps://ptsldigital.ukm.my/jspui/handle/123456789/783653-
dc.description.abstractThe purpose of this study is to find the relationship between the market volatility and the growth rate of trading volume in Korean Stock Market. It also tries to analyze how the price limit nystem which has been strictly applied in Korean Stock Market affects the relationship. For this purpose I examined the characteristics of the time series behavior of the market volatility and the growth rate of trading volume by using the lag operator. The effect of the price limit system upon the relationship was examined by using the model which estimates the lagged structure.en_US
dc.language.isoenen_US
dc.subjectMarket volatilityen_US
dc.subjectKoreaen_US
dc.titlePrice limit system and volatility of Korean stock marketen_US
dc.typeSeminar Papersen_US
dc.format.pages23en_US
dc.identifier.callnoHC681.P338 1990 katsemen_US
dc.contributor.conferencenamePacific-Basin Finance Conference-
dc.coverage.conferencelocationBangkok, Thailand-
dc.date.conferencedate1990-06-04-
Appears in Collections:Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding

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