Daily price limits and destructive market behavior
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference11 articles.
1. All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors;Barber;Rev. Financ. Stud.,2008
2. Price limit performance: evidence from transactions data and the limit order book;Chan;J. Empir. Finance,2005
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