The magnet effect of price limits: A logit approach

Journal of Empirical Finance

Volumn 16, Issue 5, 2009, Pages 830-837

  Hsieh, Ping Hung ^a   Kim, Yong H ^b   Yang, J Jimmy ^a  

^a OREGON STATE UNIVERSITY   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

Author keywords

Logit model; Magnet effect; Price limits; Transaction data

Indexed keywords

EID: 70349804849     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.06.002     Document Type: Article

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