مرکز منطقه ای اطلاع رساني علوم و فناوري - The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange

Title of article :

The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange

Author/Authors :

David D. Cho، نويسنده , , Jeffrey Russell، نويسنده , , George C. Tiao، نويسنده , , Ruey Tsay، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2003

Pages :

From page :

133

To page :

168

Keywords :

Magnet effect , Daily price limits , Taiwan Stock Exchange , High-frequency data

Journal title :

Journal of Empirical Finance

Serial Year :

2003

Journal title :

Journal of Empirical Finance

Record number :

130734

Link To Document :