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  • Search: person:"Du, Daphne Yan"
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Year of publication
Subject
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Aktienmarkt 1 Börsenkurs 1 Handelsvolumen der Börse 1 Hong Kong 1 Hongkong 1 Method of moments 1 Momentenmethode 1 Portfolio selection 1 Portfolio-Management 1 Share price 1 Singapore 1 Singapur 1 South Korea 1 Stock market 1 Südkorea 1 Taiwan 1 Trading volume 1
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Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Undetermined 1
Author
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Du, Daphne Yan 3 Rhee, S. Ghon 3 Zhang, Liang 2 Brown, Stephen 1 Brown, Stephen J. 1 DU, DAPHNE YAN 1 LIU, QIANQIU 1 Liu, Qianqiu 1 RHEE, S. GHON 1
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Published in...
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Emerging markets review 2 International Review of Finance 1 International review of finance 1
Source
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ECONIS (ZBW) 2 OLC EcoSci 1 RePEc 1
Showing 1 - 4 of 4
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An analysis of the magnet effect under price limits
Du, Daphne Yan; Liu, Qianqiu; Rhee, S. Ghon - In: International review of finance 9 (2009) 1/2, pp. 83-110
Persistent link: https://www.econbiz.de/10003869993
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An Analysis of the Magnet Effect under Price Limits-super-
DU, DAPHNE YAN; LIU, QIANQIU; RHEE, S. GHON - In: International Review of Finance 9 (2009) 1-2, pp. 83-110
Using the Korea Stock Exchange's transaction data and limit order book, we document the accelerating patterns of market activity before limit hits. We confirm the existence of the magnet effect from several key market microstructure variables, using a parsimonious quadratic function of the time...
Persistent link: https://www.econbiz.de/10005023926
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Cover Image
The returns to value and momentum in Asian markets
Brown, Stephen J.; Du, Daphne Yan; Rhee, S. Ghon; … - In: Emerging markets review 9 (2008) 2, pp. 79-88
Persistent link: https://www.econbiz.de/10003723945
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Cover Image
The returns to value and momentum in Asian markets
Brown, Stephen; Du, Daphne Yan; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 2, pp. 79-88
Persistent link: https://www.econbiz.de/10009869116
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