Price Limits and Asymmetry of Price Dynamics—High Frequency Evidence from the Chinese Stock Market
Author:
Affiliation:
1. SHU-UTS SILC Business School, Shanghai University, Shanghai, China
2. School of International Economics and Trade, Nanjing University of Finance and Economics, Nanjing, China
Funder
Shanghai Science and Humanities Research Council
Key projects of Social Science Foundation of Jiangsu Province
The Chinese Social Science and Humanities Research Council, Ministry of Education of China
National Nature Science Foundation of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2018.1553163
Reference16 articles.
1. Price Discovery Between the New York Stock Exchange and Istanbul Stock Exchange
2. Effects of Price Limits on Volatility: Evidence from the Istanbul Stock Exchange
3. Price limits and stock market volatility in Taiwan
4. The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange
5. Price Limits and Limit Order Flow: Evidence from the Korea Stock Exchange
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