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Related to price limit: Daily price limit, Sell limit order
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Second, daily price limits may truncate the distribution of price changes for individual stocks, and produce irregular price patterns in the absence of equilibrium price thresholds, especially when price limit becomes binding on all traded stocks.
However, this can be attributed to the specific trading halt mechanism dealing with the price limit hit, which results in 5 minute call auction and then resuming of the trading.
The difference of different price limits for such products between Taiwanese and overseas markets will increase the investment difficulties and risk for investors, according to Schieve.
On one hand, price limit regulation may reduce market volatility and stabilize the market.
In 2000, the price limits placed by OFWAT resulted in a price cut of 12% nationally, with Northumbria Water's prices being reduced by more than a fifth.
For instance, if the effect of price limits on stock market volatility is investigated simply through comparing the volatilities as measured by the standard deviation of returns for some trading days before and after price limit moves or changes in price limit rate, it could lead to a spurious conclusion because of the time-varying property of stock market volatility.
Then, as if to reaffirm her previous price limit, she added that "I can't say that I would go higher on a regular basis.
7 million yen per share, its upper price limit should be 23.
To do so, the authors focus on the announcement and implementation of rule changes to a specific circuit breaker: a decision by the Chicago Mercantile Exchange (CME) to modify its price limit rule for the Standard and Poor (S&P) 500 stock price index futures contract.
At the 1994 Review, Ofwat decomposed decisions on the price limits, breaking down the price limit, or K factor into -X (the efficiency factor) and +Q (the quality factor).
A price limit establishes the maximum margin call that could be made during a given trading session and allows market participants time to gather the funds to make good on the margin call.
First, we examine the economic role of daily price limits in futures markets in an effort to isolate or characterize the basic tradeoff(s) involved in a rational daily price limit policy.