Work

Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic

Year: 2007

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2007.09.001

Authors: Kian-Ping Lim, Robert D. Brooks

Institutions: Universiti of Malaysia Sabah, Monash University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Monash University, Universiti Malaysia Sabah

OpenAlex ID: W2019410796

FWCI: 2.356

Cites: 19

Cited by: 25

Related to: 10