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Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets

Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders’ short-term trading mania on individual stocks and increase market efficiency. Under such a microstructure, stocks may hit their up-limits and down-limits from time to time. However,...

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Détails bibliographiques
Publié dans:PLoS One
Auteurs principaux: Wan, Yu-Lei, Xie, Wen-Jie, Gu, Gao-Feng, Jiang, Zhi-Qiang, Chen, Wei, Xiong, Xiong, Zhang, Wei, Zhou, Wei-Xing
Format: Artigo
Langue:Inglês
Publié: Public Library of Science 2015
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC4395215/
https://ncbi.nlm.nih.gov/pubmed/25874716
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0120312
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