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

Pacific Basin Finance Journal

Volumn 13, Issue 1, 2005, Pages 81-92

  Chen, Gong Meng ^a   Kim, Kenneth A ^b   Rui, Oliver M ^c  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b 160 Jacobs Management Center   (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

China; Liquidity; Price limits; Stock market

Indexed keywords

EID: 11144300284     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2004.05.002     Document Type: Article

References (14)

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