The primary aim of this paper is to examine characteristics of stocks that hit the limits listed in the Tokyo Stock … likely related to company driven upward movements. This means that price limits rules were effective in Japan in curbing …

The primary aim of this paper is to examine characteristics of stocks that hit the limits listed in the Tokyo Stock … likely related to company driven upward movements. This means that price limits rules were effective in Japan in curbing …

/settlement price for the day. Major fixings occur at 9:55 am Tokyo time for transactions between Japanese banks and their customers … provision at the fixing time is larger than other times, which makes the price impact of any trade smaller. At the Tokyo fixing … liquidity at the Tokyo fixing as well, such financial institutions had announced prices to be more favorable for banks up until …

/settlement price for the day. Major fixings occur at 9:55 am Tokyo time for transactions between Japanese banks and their customers … provision at the fixing time is larger than other times, which makes the price impact of any trade smaller. At the Tokyo fixing … liquidity at the Tokyo fixing as well, such financial institutions had announced prices to be more favorable for banks up until …