Price Limit Expansion and Volatility: A Theoretical Perspective*
Author:
Affiliation:
1. College of Economics and Finance Hanyang University Republic of Korea
2. College of Finance and Accounting Henan University of Animal Husbandry and Economy China
Publisher
Wiley
Subject
Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/ajfs.12328
Reference25 articles.
1. On the Magnet Effect of Price Limits
2. The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange
3. Effects of Price Limits on Volatility: Evidence from the Istanbul Stock Exchange
4. A theory of price limits in futures markets
5. The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange
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1. Stock Price Limit and Its Predictability in the Chinese Stock Market;Journal of Forecasting;2024-09-12
2. Does price limit reduce stock price volatility on the limit up and down day?;Finance Research Letters;2023-12
3. Analysis of Longitudinal Binomial Data with Positive Association between the Number of Successes and the Number of Failures: An Application to Stock Instability Study;Entropy;2022-10-16
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