اسکندری، رسول، سال 1383، «بررسی آثار دامنه مجاز نوسان قیمت سهام در بورس اوراق بهادار ایران»، پایان نامه کارشناسی ارشد، دانشکده مدیریت، دانشگاه شهید بهشتی
بورس اوراق بهادار تهران، مدیریت تحقیق و توسعه، «تدوین استراتژی‌های بلندمدت برای افزایش نقدشوندگی بورس تهران»، 1388
پویانفر، احمد، 1388، «بررسی اثرات ریزساختار بازار بر قیمت سهام در بورس اوراق بهادار تهران»، پایان نامه دکتری، دانشکده مدیریت دانشگاه تهران
قوانین و مقررات بازار اوراق بهادار، شرکت اطلاع رسانی خدمات بورس، ویرایش دوم، 1388
Abad.D, pascual.R, 2007, "on the magnet effect of price limits". European Financial management, vol.13, No.5, 833-852.
Akert.L, Church.B, Jayaraman.N, 2001, "An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior". Journal of financial markets 4,185-208.
Arak. M, Cook. R, 1997, “Do daily price limits act as magnets? The case of Treasury Bond Futures”. Journal of financial services research, 12:1 5-20
Baltagi, B. H., (٢٠٠٥)." Econometric Analysis of Panel Data" -John Wiley & Sons, Ltd, Third edition.
Berkman.H, Steenbeek.O, 1998, “The influence of daily price limits on trading in Nikkei futures". Journal of futures markets Vol18, No.3, 265-279.
Bildik.R, Gulay.G, 2006, “Are price limits effective? Evidence from the Istanbul stock exchange". The journal of financial research Vol.XXIX, No.3.383-403.
Chan.S, Kim.k, Rhee.S, 2005"Price limit performance: evidence from transactions data and the limit order book". The journal of Empirical finance Volume 12, Issue2, pages 269-290.
Cho.D, Russel.J, Tiao.G, Tsay.R, 2002, "The magnet effect of price limits: evidence from high frequency data on Taiwan stock exchange".
Diacogiannis.G, Patalis.N, Tsangarakis .N, Tsiritakis.E, 2005,"Price limits and overreaction in the Athens stock Exchange ". Financial economics 1466-4305.
Du.D, Liu.Q, Rhee.G, 2009, "An analysis of the magnet effect under price limits". International review of finance 9:1-2, 83-110.
Fouad.J, 2009, " Effect of price limits on dynamic returns and volatilities: evidence from the Egyption stock market". Middle Eastern finance and economics ISSN: 450-2889, issue3.
Gerety.M, Mulherin.W, 1992, "Trading halts and market activity: an analysis of volume at the open and the close". The journal of finance, Vol. XLVII, No.5.
Goldstein.M, Kavajecz.K, 2004, "Trading strategies during circuit breakers and extreme market movements". Journal of financial markets 7, 301-333.
Greenwald.B, Stein.J, 1998, "Transactional risk, market crashes and the role of circuit breakers". Journal of business.
Harris, 1990, liquidity trading rules and electronic trading system, journal of financial and quantitative analysis.
Hsieh. P, Kim. Y, Yang. J, 2009, “ The magnet effect of price limits: Evidence from transaction data” Journal of Empirical finance , 16(2009)830-837
Huang.Y, Fu.T, Ke.M, 2001, “Daily price limits and stock price behavior: evidence from the Taiwan stock exchange”. International review of Economics and Finance Vol10,263-288
Lee.C, Ready.M, Seguin.P, 1994, "Volume, volatility and New York stock exchange trading halts". The journal of finance Vol. XIIX, No.1.
Nath.P, 2002, "Do price limits behave like magnets?” London business school.
Rocha.A, Fernandes.M, 2001, "Are price limits on future markets that cool? Evidence from the Brazilian mercantile and futures exchange".
Subrahmanyam.A, 1997, "The ex ante effects of trade halting rules on informed trading strategies and market liquidity". Review of financial economics Vol.6, No.1, 1-14.
Subrahmanyam.A, 1995, "On rules versus discretion in procedures to halt trade”. Journal of economics and business 1-16.
Subrahmanyam.A, 1995, "On rules versus discretion in procedures to halt trade”. Journal of economics and business 1-16.
Tooma. E, 2011, “the magnetic attraction of price limits”, Internationall journal of business, 16(1)
Wong.W, Chang.M, Tu.A, 2009, "Are magnet effects caused by uninformed traders? Evidence from Taiwan stock exchange". Pacific-Basin finance Journal 17, 28-40
)