Work

The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange

Year: 2003

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(02)00024-5

Authors: David D. Cho, Jeffrey Russell, George C. Tiao, Ruey Tsay

Institution: University of Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2148502473

FWCI: 9.907

Cites: 12

Cited by: 163

Related to: 10