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Are Price Limits Effective? An Examination of an Artificial Stock Market

We investigated the inter-day effects of price limits policies that are employed in agent-based simulations. To isolate the impact of price limits from the impact of other factors, we built an artificial stock market with higher frequency price limits hitting. The trading mechanisms in this market a...

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Detalhes bibliográficos
Publicado no:PLoS One
Main Authors: Zhang, Xiaotao, Ping, Jing, Zhu, Tao, Li, Yuelei, Xiong, Xiong
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4981392/
https://ncbi.nlm.nih.gov/pubmed/27513330
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0160406
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