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

Journal of Empirical Finance

Volumn 10, Issue 1-2, 2003, Pages 133-168

  Cho, David D ^a   Russell, Jeffrey ^a   Tiao, George C ^a   Tsay, Ruey ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Daily price limits; High frequency data; Magnet effect; Taiwan Stock Exchange

Indexed keywords

EID: 0037312696     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(02)00024-5     Document Type: Article

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