Price limits and stock market efficiency

Journal of Business Finance and Accounting

Volumn 23, Issue 4, 1996, Pages 585-601

  Lee, Sang Bin ^a   Chung, Jee Seok ^b  

^a Hanyang University   (South Korea)

^b Korea Investment and Securities Co Ltd   (South Korea)

Author keywords

Efficiency hypothesis; GARCH; Korean stock market; Price limits; Proxy return series

Indexed keywords

EID: 0038812537     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.1996.tb01027.x     Document Type: Article

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