RECONSIDERING PRICE LIMIT EFFECTIVENESS
Author:
Affiliation:
1. Renmin University of China
2. Yanshan University
3. Oregon State University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jfir.12021/fullpdf
Reference34 articles.
1. On the magnet effect of price limits;Abad;European Financial Management,2007
2. Are price limits effective? Evidence from the Istanbul Stock Exchange;Bildik;Journal of Financial Research,2006
3. Order imbalances and stock price movements on October 19 and 20, 1987;Blume;Journal of Finance,1989
4. Brady , N. F. 1988
5. Price limit performance: Evidence from transactions data and the limit order book;Chan;Journal of Empirical Finance,2005
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