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

DOI10.1016/J.ECONLET.2022.110509zbMATH Open1493.91122OpenAlexW4225645197MaRDI QIDQ2158382FDOQ2158382

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

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zbMATH Keywords

volatilityliquidityprice efficiencydaily price limitstock valuation

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Price limits and stock market volatility.

Cited In (5)

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

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