Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market
Year of publication: |
2020
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Authors: | Hou, Keqiang ; Li, Xing ; Zhong, Wei |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 7, p. 1447-1461
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Subject: | magnet effect | price limits | volatility spillover effect | Volatilität | Volatility | Börsenkurs | Share price | China | Aktienmarkt | Stock market | Finanzmarktregulierung | Financial market regulation | Spillover-Effekt | Spillover effect |
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