Are Chinese B-shares dead? : an analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges
Year of publication: |
2023
|
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Authors: | Adcock, C. J. ; Ye, Caiwei ; Yin, Shuxing ; Zhang, Dalu |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 85.2023, p. 306-315
|
Subject: | B-Shares | Chinese AB shares | Price continuation | Price limits | Truncated-GARCH | Volatilities | China | Volatilität | Volatility | Börsenkurs | Share price | Shanghai | Börsenhandel | Stock exchange trading | Aktienmarkt | Stock market | Finanzmarktregulierung | Financial market regulation |
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