Are Limit Hits Industry-Specific?

This paper 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 utility 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

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Year of publication:	2017
Authors:	Nobanee, Haitham
Publisher:	[2017]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (9 p)
Series:	Nobanee, H. (2007). Are Limit Hits Industry Specific?. Applied Economics Letters (incorporating Applied Financial Economics Letters), 3(2), 115-119
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 17, 2007 erstellt
Other identifiers:	10.2139/ssrn.2969971 [DOI]
Classification:	G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012956163