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10.1016/j.frl.2020.101610 http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101610 C7260601!7260601!32837364     free     free     free Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Financ+Res+Lett 2021 ; 39 (ä): 101610 Nephropedia Template TP {{tp|p=32837364|t=2021. Volatility spillover around price limits in an emerging market |pdf=|usr=}}{{32837364}} gab.com Text Volatility spillover around price limits in an emerging market JO: Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32837364 #FOAvip The intraday volatility effects of price-limit hits for stocks in the BIST-50 index during a volatile period are examined. Our evidence supports the volatility no-effect, dampening and spillover hypotheses depending on whether the lower or upper price limit is hit and on when the hit begins and ends. Post-hit volatilities tend to be lower for limit hits near the beginning of the first trading session, unchanged for those that transcend a trading session and for upper price-limit hits near the end of either trading session, and higher for lower price-limit hits near the end of either trading session. These results are robust using samples differentiated by cross-listed status, same-day news, equi-distant and trade-by-trade returns and volatility measures accounting for return-series autocorrelations. Our findings have implications for emerging markets planning to impose price-limit bands or to increase their efficacy. Twit Text FOAVip Volatility spillover around price limits in an emerging market ????Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32837364 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32837364 #FOAvip English Wikipedia <ref>{{Cite pmid|32837364}}</ref> Volatility spillover around price limits in an emerging market #MMPMID32837364 Aktas OU; Kryzanowski L; Zhang J Financ Res Lett 2021[Mar]; 39 (ä): 101610 PMID32837364show ga The intraday volatility effects of price-limit hits for stocks in the BIST-50 index during a volatile period are examined. Our evidence supports the volatility no-effect, dampening and spillover hypotheses depending on whether the lower or upper price limit is hit and on when the hit begins and ends. Post-hit volatilities tend to be lower for limit hits near the beginning of the first trading session, unchanged for those that transcend a trading session and for upper price-limit hits near the end of either trading session, and higher for lower price-limit hits near the end of either trading session. These results are robust using samples differentiated by cross-listed status, same-day news, equi-distant and trade-by-trade returns and volatility measures accounting for return-series autocorrelations. Our findings have implications for emerging markets planning to impose price-limit bands or to increase their efficacy. äVolatility spillover around price limits in an emerging market (epmc).pdf DeepDyve Pubget Overpricing