AN EMPIRICAL STUDY OF WIDENING DAILY PRICE LIMIT AND EXTENDING THE CLOSING CALL
AN EMPIRICAL STUDY OF WIDENING DAILY PRICE LIMIT AND EXTENDING THE CLOSING CALL
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Taipei: Institute of Economics, Academia Sinica
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Chinese
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Taipei: Institute of Economics, Academia Sinica
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Contents
This study employs intra-day data to investigate how the reform of widening the daily price limit to ±10% on 1 June 2015 affects order choices along with performance. Using several empirical models, I find that by virtue of lower 'monitoring' costs, institutional investors tend to withdraw their orders more frequently, submit more new orders for la...
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Full title
AN EMPIRICAL STUDY OF WIDENING DAILY PRICE LIMIT AND EXTENDING THE CLOSING CALL
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TN_cdi_proquest_journals_2334334006
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2334334006
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ISSN
1018-161X
E-ISSN
1810-4851
