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Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders’ short-term trading mania on individual stocks and increase market efficiency. Under such a microstructure, stocks may hit their up-limits and down-limits from time to time. However,...
| Autores principales: | , , , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2015
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4395215/ https://www.ncbi.nlm.nih.gov/pubmed/25874716 http://dx.doi.org/10.1371/journal.pone.0120312 |