Costly arbitrage and skewness pricing : evidence from first-day price limit reform in China
Year of publication: |
2021
|
---|---|
Authors: | Yao, Jing ; Zheng, Zexin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-24
|
Subject: | China | IPOs | Limits to arbitrage | Price limit | Skewness pricing | Arbitrage | Börsenkurs | Share price | Börsengang | Initial public offering | Finanzmarktregulierung | Financial market regulation |
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