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A note on price limit performance: The case of illiquid stocks

Chen, Gong-Meng; Kim, Kenneth A.; Rui, Oliver M. - In: Pacific-Basin Finance Journal 13 (2005) 1, pp. 81-92

Persistent link: https://www.econbiz.de/10005372373

The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges

Chen, Gong-meng; Rui, Oliver; Wang, Steven - In: Review of Quantitative Finance and Accounting 25 (2005) 2, pp. 159-182

We examine the effectiveness of price limits on Chinese A shares and investigate the characteristics of those stocks that hit their price limits more frequently. We find that the effect of price limits is asymmetric for the A shares in upward and downward price movements and different for...

Persistent link: https://www.econbiz.de/10005673876

Indirect cost of financial distress and sales performance

Chen, Gong-meng - In: Research in finance 15 (1997), pp. 35-54

Persistent link: https://www.econbiz.de/10001226624

Stock market linkages : evidence from Latin America

Chen, Gong-meng; Firth, Michael Anthony; Rui, Oliver Meng - In: Journal of banking & finance 26 (2002) 6, pp. 1113-1141

Persistent link: https://www.econbiz.de/10001670768

The day-of-the-week regulatiry in the stock markets of China

Chen, Gong-meng; Kwok, Chuck C. Y.; Rui, Oliver Meng - In: Journal of multinational financial management 11 (2001) 2, pp. 139-163

Persistent link: https://www.econbiz.de/10001561110

The accuracy of profit forecasts and their roles and associations with IPO firm valuations

Chen, Gong-meng; Firth, Michael Anthony - In: Journal of international financial management and accounting 10 (1999) 3, pp. 202-226

Persistent link: https://www.econbiz.de/10001486197

The price-volume relationship in China's commodity futures markets

Chen, Gong-meng; Firth, Michael Anthony; Yu, Xin - In: The Chinese economy 37 (2004) 3, pp. 87-122

Persistent link: https://www.econbiz.de/10002651729

When will investors herd? : Evidence from the Chinese stock markets

Xu, Yexiao; Chen, Gong-meng; Rui, Oliver Meng - 2004

Persistent link: https://www.econbiz.de/10002415269

A note on price limit performance : the case of illiquid stocks

Chen, Gong-meng; Kim, Kenneth A.; Rui, Oliver Meng - In: Pacific-Basin finance journal 13 (2005) 1, pp. 81-92

Persistent link: https://www.econbiz.de/10002536510

Nonparametric estimation of structural change points in volatility models for time series

Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114

Persistent link: https://www.econbiz.de/10002538638