Would widening price limits improve the efficiency of price discovery?
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Finance
Reference26 articles.
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1. The lead lag relationship between convertible bonds and stocks: a perspective based on trading mechanism;Applied Economics;2024-04-02
2. Price limit relaxation and stock price crash risk: Evidence from China;Finance Research Letters;2024-01
3. Effectiveness of price limits: Evidence from China’s ChiNext market;PLOS ONE;2023-06-23
4. Option features and price discovery in convertible bonds;Journal of Futures Markets;2022-12-15
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