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The intraday stock return characteristics surrounding price limit hits · Study

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ArticleThe intraday stock return characteristics surrounding price limit hits

Jie-Haun Lee2004

Article2004

The intraday stock return characteristics surrounding price limit hits

Jie-Haun Lee · Robin K. Chou

18 citations·0/0 files stored·Journal of Multinational Financial Management

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1985Does the Stock Market Overreact?1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1987Price, trade size, and information in securities markets 1983Information Effects on the Bid-Ask Spread 1988How Big Is the Random Walk in GNP?1971The Only Game in Town 1987Trading Mechanisms and Stock Returns: An Empirical Investigation

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2016Do price limits help control stock price volatility?2013Holding Back Volatility: Circuit Breakers, Price Limits, and Trading Halts

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Year2004

Typearticle

Published2004-05-13

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.mulfin.2004.02.004

openalex_workW2020511063

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