A unique “T+1 trading rule” in China: Theory and evidenceMing Guo, Li Zhan, Zhiyong Tu2011-09-12articleJournal of Banking & Finance59 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 59 citations exist upstream.References1995The Limits of Arbitrage1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation1980On the Estimation of Security Price Volatilities from Historical Data1954Essays in Positive Economics1996The Case for Flexible Exchange Rates2008Individual Investor Trading and Stock Returns1982On the Possibility of Speculation under Rational Expectations1992Stock-Price ManipulationCited by2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China2022A tale of riskiness: The real effects of share pledging on the Chinese stock market2020Short selling and corporate tax avoidance: Insights from a financial constraint view