Would widening price limits improve the efficiency of price discovery?
Year of publication: |
2022
|
---|---|
Authors: | Jin, Liwei ; Yuan, Xianghui ; Li, Xiang ; Ma, Huanglong ; Lian, Feng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-6
|
Subject: | GEM | Price discovery | Variance ratio | WPC method | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
-
Information dissemination and price discovery
Amairi, Haifa, (2021)
-
Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets
Wang, Jian-xin, (2011)
-
The effectiveness of position limits : evidence from the foreign exchange futures markets
Chang, Ya-kai, (2013)
- More ...
-
Price discovery in the CSI 300 Index derivatives markets
Jin, Liwei, (2022)
-
Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Jin, Liwei, (2022)
-
Option features and price discovery in convertible bonds
Jin, Liwei, (2023)
- More ...