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Transitory price changes in the Chinese stock markets
Zhang, Zhaohui
;
Nemiroff, Howard
;
Wang, Jiamin
;
Karim, …
-
2007
open, and the findings are not sensitive to trading volume. The findings are less likely to be caused by
price
limits
. Our …
Persistent link: https://www.econbiz.de/10009459198
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2
Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange
Henke, Harald
-
2004
part I show that
price
limits
in the call auction system of the WSE constitute a costly regulation by causing excessive …
Persistent link: https://www.econbiz.de/10009460735
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