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How Price Limit Affects the Market Efficiency in a Short-sale Constrained Market? Evidence from a Quasi-Natural Experiment
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The 40 checked references that resolve
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Illiquidity and stock returns: cross-section and time-series effects
resolves10.1111/1467-9868.00336
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
resolves10.1111/j.1540-6261.2012.01802.x
Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis
resolves10.1111/j.1540-6261.2005.00746.x
Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE
resolves10.1111/j.1540-6261.2007.01230.x
Efficiency and the Bear: Short Sales and Markets Around the World
resolves10.1111/j.1540-6261.2007.01270.x
Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market
resolves10.1016/j.jbankfin.2013.10.002
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
resolves10.1016/S0927-5398(02)00024-5
The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange
resolves10.1016/j.jfineco.2009.02.004
Informed trading before analyst downgrades: Evidence from short sellers
resolves10.1111/j.1540-6261.1997.tb02724.x
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
resolves10.1016/0304-405X(87)90042-0
Constraints on short-selling and asset price adjustment to private information
resolves10.2307/1884166
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
resolves10.1111/0022-1082.00309
Reduction of Constraints on Arbitrage Trading and Market Efficiency: An Examination of Ex‐Day Returns in Hong Kong after Introduction of Electronic Settlement
resolves10.1111/j.1468-036X.2008.00456.x
Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation
resolves10.1111/j.1540-6261.1997.tb04827.x
Price Limit Performance: Evidence from the Tokyo Stock Exchange
resolves10.1111/j.1540-6261.1993.tb05133.x
Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence
resolves10.1016/S0304-405X(00)00071-4
The information content of stock markets: why do emerging markets have synchronous stock price movements?
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