THE MAGNET EFFECT OF PRICE LIMITS: EVIDENCE FROM HIGH-FREQUENCY DATA ON TAIWAN STOCK EXCHANGE

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CHO DAVID D.; RUSSELL JEFFREY; TIAO GEORGE C.

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Journal Paper

Paper Information

Journal: JOURNAL OF EMPIRICAL FINANCE Year:2003 | Volume:10 | Issue:- Page(s): 133-168

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Information Journal Paper

Title

THE MAGNET EFFECT OF PRICE LIMITS: EVIDENCE FROM HIGH-FREQUENCY DATA ON TAIWAN STOCK EXCHANGE

Author(s)

CHO DAVID D. | RUSSELL JEFFREY | TIAO GEORGE C. | Issue Writer Certificate

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Abstract

Cites

COMPARISON BETWEEN-GROUP TRANSACTIONS AND LEGAL ENTITIES (DDD) IN EFFECT ON THE SCOPE OF PERMISSIBLE CAPTURE FLUCTUATIONS IN TEHRAN STOCK EXCHANGE

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APA: Copy

CHO, DAVID D., RUSSELL, JEFFREY, & TIAO, GEORGE C.. (2003). THE MAGNET EFFECT OF PRICE LIMITS: EVIDENCE FROM HIGH-FREQUENCY DATA ON TAIWAN STOCK EXCHANGE. JOURNAL OF EMPIRICAL FINANCE, 10(-), 133-168. SID. https://sid.ir/paper/667357/en

Vancouver: Copy

CHO DAVID D., RUSSELL JEFFREY, TIAO GEORGE C.. THE MAGNET EFFECT OF PRICE LIMITS: EVIDENCE FROM HIGH-FREQUENCY DATA ON TAIWAN STOCK EXCHANGE. JOURNAL OF EMPIRICAL FINANCE[Internet]. 2003;10(-):133-168. Available from: https://sid.ir/paper/667357/en

IEEE: Copy

DAVID D. CHO, JEFFREY RUSSELL, and GEORGE C. TIAO, “THE MAGNET EFFECT OF PRICE LIMITS: EVIDENCE FROM HIGH-FREQUENCY DATA ON TAIWAN STOCK EXCHANGE,” JOURNAL OF EMPIRICAL FINANCE, vol. 10, no. -, pp. 133–168, 2003, [Online]. Available: https://sid.ir/paper/667357/en

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