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. Howe...
| Main Authors: | , , , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2015-01-01
|
| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC4395215?pdf=render |