Daily price limits and destructive market behavior

DOI10.1016/J.JECONOM.2018.09.014zbMath1452.62750OpenAlexW2769784975MaRDI QIDQ1739647

Wei Xiong, Wenxi Jiang, Ting Chen, Jibao He, Zhen-Yu Gao

Publication date: 26 April 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w24014.pdf

zbMATH Keywords

speculationinvestor behaviorfinancial regulationprice limit rule

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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