"Price discovery and volatility spillover with price limits in Chinese ..."

Christopher J. Adcock et al. (2019)

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DOI: 10.1080/01605682.2018.1542973

access: closed

type: Journal Article

metadata version: 2025-01-19

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Christopher J. Adcock, Caiwei Ye, Shuxing Yin, Dalu Zhang:
Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach. J. Oper. Res. Soc. 70(10): 1709-1719 (2019)

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