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Spillover effect
Price limits
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China finance review international
1
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1
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1
Volatility spillover around
price
limits
in an emerging market
Aktas, Osman Ulas
;
Kryzanowski, Lawrence
;
Zhang, Jie
- In:
Finance research letters
39
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012805352
Saved in:
2
A survey on the magnet effect of circuit breakers in financial markets
Sifat, Imtiaz Mohammad
;
Mohamad, Azhar
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 138-151
Persistent link: https://www.econbiz.de/10012486491
Saved in:
3
Price
limits
and asymmetry of price dynamics : high frequency evidence from the Chinese stock market
Hou, Keqiang
;
Li, Xing
;
Zhong, Wei
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
7
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10012211645
Saved in:
4
Price discovery and volatility spillover with
price
limits
in Chinese A-shares market : a truncated GARCH approach
Adcock, C. J.
;
Ye, C.
;
Yin, Shuxing
;
Zhang, Dalu
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1709-1719
Persistent link: https://www.econbiz.de/10012214762
Saved in:
5
The performance of China's stock market
price
limits
: noise mitigator or noise maker?
Tao, Juan
;
Wu, Yingying
;
Jingyi, Zhang
- In:
China finance review international
7
(
2017
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10011797749
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