The effectiveness of price limits and stock characteristics: Evidence from the Shanghai and Shenzhen stock exchanges

Review of Quantitative Finance and Accounting

Volumn 25, Issue 2, 2005, Pages 159-182

  Chen, Gong Meng ^a   Rui, Oliver Meng ^b   Wang, Steven Shuye ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Chinese A shares; GMM; Market sentiment; Price limits; Volatility

Indexed keywords

EID: 24144487071     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11156-005-4247-7     Document Type: Article

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