Tao, Juan; Yingying, Wu; Jingyi, Zhang - In: China Finance Review International 7 (2017) 1, pp. 85-97
Purpose The purpose of this paper is to re-examine the effectiveness of price limits on stock volatilities in China … volatilities are observed in China and we are sceptical of the volatility mitigating effect claimed by advocates of price limits …. Design/methodology/approach The effectiveness of price limits on volatilities is examined using an event study methodology …