On the magnet effect of price limits

European Financial Management

Volumn 13, Issue 5, 2007, Pages 833-852

  Abad, David ^a   Pascual, Roberto ^b  

^a UNIVERSITY OF ALICANTE   (Spain)

^b UNIVERSITAT DE LES ILLES BALEARS   (Spain)

Author keywords

Electronic order driven markets; Magnet effect; Non discretionary trading halts; Price limits; Rulebased auctions

Indexed keywords

EID: 35548986711     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2007.00399.x     Document Type: Article

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