The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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2. DM-Dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies;Andersen;Journal of Finance,1998
3. Do daily price limits act as magnets? The case of treasury bond futures;Arak;Journal of Financial Services Research,1997
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