Relaxing Daily Price Limits and Stock Market Cross-Correlation: Evidence from MF-X-DMA Analysis
Author:
Affiliation:
1. School of Economics and Management, Tongji University, Shanghai 200092, P. R. China
2. School of Financial Technology, Shanghai Lixin University of Accounting and Finance, Shanghai 201209, P. R. China
Abstract
Funder
Humanities and Social Science Fund of Ministry of Education of the People's Republic of China
National Natural Science Foundation of China
Scientific and Innovative Action Plan of Shanghai
Shuguang Program of Shanghai Education Development Foundation and Shanghai Municipal Education Commission
Publisher
World Scientific Pub Co Pte Ltd
Subject
General Physics and Astronomy,General Mathematics
Link
https://www.worldscientific.com/doi/pdf/10.1142/S0219477523500426
Reference48 articles.
1. Continuing overreaction and momentum in a market with price limits
2. Collateral Regulation and IPO-Specific Liberalisation: the Case of Price Limits in the Athens Stock Exchange
3. RECONSIDERING PRICE LIMIT EFFECTIVENESS
4. Why Do Price Limits Exist in Stock Markets? A Manipulation-Based Explanation
5. Price Limit Performance: Evidence from the Tokyo Stock Exchange
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