Asymmetric effectiveness of price limits: evidence from a quasi-natural experiment
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11156-024-01333-w.pdf
Reference54 articles.
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2. Ackert LF, Huang Y, Jiang L (2015) Investor sentiment and price limit rules. J Behav Exp Fin 5:15–26. https://doi.org/10.1016/j.jbef.2015.01.001
3. Altig D, Baker S, Barrero JM et al (2020) Economic uncertainty before and during the COVID-19 pandemic. J Public Econ 191:104274. https://doi.org/10.1016/j.jpubeco.2020.104274
4. Amihud Y (2002) Illiquidity and stock returns: cross-section and time-series effects. J Financ Mark 5(1):31–56. https://doi.org/10.1016/S1386-4181(01)00024-6
5. Andersen TG, Bollerslev T, Diebold FX et al (2001) The distribution of realized stock return volatility. J Financ Econ 61(1):43–76. https://doi.org/10.1016/S0304-405X(01)00055-1
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