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Applied Economics Letters Volume 26, 2019 - Issue 7
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Articles

Effects of a price limit change on market stability at the intraday horizon in the Korean stock market

Wonse KimGraduate School, Department of Mathematics, Seoul National University, Seoul, KoreaORCID Iconhttp://orcid.org/0000-0002-3336-3612
ORCID Icon &
Sungjae JunCourant Institute, New York University, New York, NY, USACorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-1268-7167
ORCID Icon
Pages 582-586 | Published online: 22 Jun 2018

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Chiou-Fa Lin & Cheng-Huei Chiao. (2020) Widening price limit effects: evidence from an emerging stock market. Applied Economics 52:13, pages 1476-1486.
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Articles from other publishers (5)

Xiaotao Zhang, Ziqiao Wang, Jing Hao & Feng He. (2022) Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market. Pacific-Basin Finance Journal 74, pages 101778.
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Xiong Xiong, Jinchi Liu, Zonghang Yang & Jiatong Han. (2022) An Agent-Based Model for the Impact of Price Limit Changes on Market Quality. International Journal of Information Technology & Decision Making, pages 1-19.
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Jeong Hwan Lee, Xin Su & Jin Yoo. (2021) Price Limit Expansion and Volatility: A Theoretical Perspective*. Asia-Pacific Journal of Financial Studies 50:3, pages 271-287.
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Donald Lien, Pi-Hsia Hung & Chiu-Ting Pan. (2019) Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. Review of Quantitative Finance and Accounting 55:1, pages 239-268.
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Donald Lien, Pi-Hsia Hung, Jia-De Zhu & Yi-Hsuan Chen. (2019) Price limit changes and market quality in the Taiwan Stock Exchange. Pacific-Basin Finance Journal 55, pages 239-258.
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