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https://ptsldigital.ukm.my/jspui/handle/123456789/783653| Title: | Price limit system and volatility of Korean stock market |
| Authors: | Jong-Rock Chung |
| Conference Name: | Pacific-Basin Finance Conference |
| Keywords: | Market volatility Korea |
| Conference Date: | 1990-06-04 |
| Conference Location: | Bangkok, Thailand |
| Abstract: | The 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. |
| Pages: | 23 |
| Call Number: | HC681.P338 1990 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/783653 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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