Performance of price limits: Evidence from cross-listed stocks in China
Author:
Publisher
Springer Science and Business Media LLC
Subject
Multidisciplinary
Link
http://link.springer.com/content/pdf/10.1007/s12204-016-1719-y.pdf
Reference15 articles.
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3. LEHMANN B N. Commentary: Volatility, price resolution, and the effectiveness of price limits [J]. Journal of Financial Services Research, 1989, 3: 205–209.
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5. CHO D D, RUSSELL J, TIAO G C, et al. The magnet effect of price limits: Evidence from high-frequency data on Taiwan Stock Exchange [J]. Journal of Empirical Finance, 2003, 10(1/2): 133–168.
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