Daily serial correlation, trading volume and price limits: Evidence from the Taiwan stock market

Pacific Basin Finance Journal

Volumn 6, Issue 3-4, 1998, Pages 251-273

  Shen, Chung Hua ^a   Wang, Lee Rong ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b CHUNG HUA INSTITUTION FOR ECONOMIC RESEARCH   (Taiwan)

Author keywords

Daily stock autocorrelation; Price limits; Stock trading volume

Indexed keywords

EID: 0000155323     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0927-538x(98)00011-0     Document Type: Article

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