Does price limit reduce stock price volatility on the limit up and down day?
Shaorong Jin, Chaobo Zhou, Huan Peng
| Year of publication: |
2023
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|---|---|
| Authors: | Jin, Shaorong ; Zhou, Chaobo ; Peng, Huan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-7
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| Subject: | Band-pass filter | Price limit | Stock price volatility | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104302 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581366