Using daily data of stocks that allowed margin trading and traded on A-share and main board market, we investigate the difference in the up limit in stock prices between different stocks during the boom of the China's stock market in 2015,and we also explore the reason behind the difference...
J.-I. Maskawa, "Correlation of coming limit price with order book in stock markets," Physica A: Statistical Mechanics and its Applications, vol. 383, no. 1, pp. 90-95, 2007.J. Maskawa, Correlation of coming limit price with order book in stock markets, Physica A 383 (2007) 90-95....
Narrow Price Limit and Stock Price Volatility in Emerging Markets: Empirical Evidence from Amman Stock Exchange M. (2007). Narrow price limit and stock price volatility in emerging markets: Empirical evidence from Amman stock exchange. The International Journal of ... R Al-Khouri,M Ajlouni - 《...
所以stop limit order就是给你更多的控制权，你设定2个价格stop price和limit price，当达到stop price...
stop order，limit order和stop-limit order的区别：1、止损单(stop order)：这是一种当买方出价或卖方要价抵达预定价位时自动清仓的指令。2、限价停损单 ( stop-limit order )：此种委托单结合了限价买单 ( Buy Limit Order ) 以及限价卖单 ( Sell Limit Order ) 二种形式。当股票达到一特定价格...
Results suggest that the switch from narrow price limits (NPL) to wider price limits (WPL) structurally affects both asymmetric volatility and the day of the week anomaly in the Egyptian, Thai and Korean stock exchanges. Finally, The Power ARCH parameters are highly significant and their size ...
区别：1、止损单(stop order)：这是一种当买方出价或卖方要价抵达预定价位时自动清仓的指令。范例: 张先生买了100股康百克(CPQ)公司的股票当其股票价格在美金$25元。由於担心股票价钱一但下跌会为他带来极大的损失。於是他决定当股票价钱下降到美金$20元时，便实行〝截住委托指令〞，把手中原有的100...
In addition, and perhaps more importantly, exchanges may consider using wider price limits for less liquid classes of stocks. 展开 关键词:China Stock market Price limits Liquidity DOI: 10.1016/j.pacfin.2004.05.002 被引量: 57 年份: 2005 ...
Price limit are actively employed by stock markets as well as futures market worldwide. In conventional wisdom, price limit is perceived as a stock market regulatory mechanism which aim at preventing stock market from excessive fluctuations and therefore reduce volatility. This paper is to investigate...
This tendency provides salient points in the order book where latent liquidity can accumulate. Thus, we show that limit order clustering at round numbers generates price barriers. This means that there are price levels (whole integers and halves) for which a given stock spends an inordinate ...