The effect of relaxing daily price limit: evidence from the ChiNext market of China

DOI10.1016/J.ECONLET.2022.110509MaRDI QIDQ2158382zbMATH OpenOpenAlexFDO

Authors Xiaoyuan Wan, Jiachen Zhang

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110509

zbMATH Keywords

daily price limitliquidityprice efficiencystock valuationvolatility

Mathematics Subject Classification ID

Financial markets (91G15)

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Cites work

• Price limits and stock market volatility.

Cited in

(6)

• Do price limits help control stock price volatility?
• Daily price limits and destructive market behavior
• The impact of institutional shareholdings on price limits
• Price limit and informed investor behavior: evidence from China stock market
• Estimating the effect of price limits on limit‐hitting days
• Price limits and stock market volatility.

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