The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges

Author： Chen Gong-meng   Rui Oliver   Wang Steven  

Publisher： Springer Publishing Company

ISSN： 0924-865X

Source： Review of Quantitative Finance and Accounting, Vol.25, Iss.2, 2005-09, pp. : 159-182

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Trading activity and stock price volatility: evidence from the London Stock Exchange

By Huang R.D.   Masulis R.W.  

Journal of Empirical Finance, Vol. 10, Iss. 3, 2003-05 ,pp. : 249-269

Elsevier

Access to resources Recommend Favorite

Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange

By Tian Gary   Guo Mingyuan  

Review of Quantitative Finance and Accounting, Vol. 28, Iss. 3, 2007-04 ,pp. : 287-306

Springer Publishing Company

Access to resources Recommend Favorite

Technology, automation, and productivity of stock exchanges: International evidence

By Hasan I.   Malkamaki M.   Schmiedel H.  

Journal of Banking and Finance, Vol. 27, Iss. 9, 2003-09 ,pp. : 1743-1773

Elsevier

Access to resources Recommend Favorite

Stock Price Distributions and News: Evidence from Index Options

By Steeley James M.  

Review of Quantitative Finance and Accounting, Vol. 23, Iss. 3, 2004-11 ,pp. : 229-250

Springer Publishing Company

Access to resources Recommend Favorite

Long-Term Stock Price Reversals in the Uk: Evidence from Regression Tests

By Dissanaike G.  

British Accounting Review, Vol. 31, Iss. 4, 1999-12 ,pp. : 373-385

Academic Press

Access to resources Recommend Favorite