Price Limit Performance: Evidence from transactions data and the limit order book
In recent years, organized stock exchanges with daily price limits adopted wider limits as narrower limits were criticized for jeopardizing market efficiency. This study examines the impact of a wide price limit on price discovery processes, using data from the Kuala Lumpur Stock Exchange. Specifica...
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| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2005
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/2971 https://ink.library.smu.edu.sg/context/lkcsb_research/article/3970/viewcontent/PriceLimitPerformance_pv.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |