Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market
Keqiang Hou, Xing Li, and Wei Zhong
| Year of publication: |
2020
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| Authors: | Hou, Keqiang ; Li, Xing ; Zhong, Wei |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 7, p. 1447-1461
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| Subject: | magnet effect | price limits | volatility spillover effect | Volatilität | Volatility | Börsenkurs | Share price | China | Aktienmarkt | Stock market | Finanzmarktregulierung | Financial market regulation | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1553163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211645