The performance of China's stock market price limits : noise mitigator or noise maker?
Year of publication: |
2017
|
---|---|
Authors: | Tao, Juan ; Wu, Yingying ; Jingyi, Zhang |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 7.2017, 1, p. 85-97
|
Subject: | Price limits | Volatility spillover | Volatility-volume relation | Volatilität | Volatility | China | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | Aktienmarkt | Stock market | Noise Trading | Noise trading | Spillover-Effekt | Spillover effect |
-
Volatility spillover around price limits in an emerging market
Aktas, Osman Ulas, (2021)
-
Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market
Hou, Keqiang, (2020)
-
Adcock, C. J., (2019)
- More ...
-
The performance of China’s stock market price limits: noise mitigator or noise maker?
Tao, Juan, (2017)
-
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris, (2013)
-
Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris, (2015)
- More ...