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The Influence of Daily Price Limit Effects on Price Behavior of Stocks: A Contrarian Investment Strategy Approach [PDF]
مطالعات تجربی حسابداری مالی, 2011 Price limit is a kind of circuit breaker which is used in developing stock exchanges and futures markets to prevent extreme price volatility, price manipulation, and financial crashes.
s.m shariat panahi, A abjadpour
doaj
The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Cogent Economics & Finance, 2017 Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai
Geeta Duppati +2 more
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Price discovery of South African stocks cross-listed on the New York Stock Exchange
Cogent Economics & Finance, 2020 The number of South African firms that have sought cross-listing in regional and global markets has been increasing. Many firms increase their presence beyond local markets, and one of these avenues is through cross-listing; however, it remains unclear ...
K. J. Chipunza +2 more
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High-Frequency Trading and Price Discovery [PDF]
Review of Financial Studies, 2013 We examine the role of high-frequency traders (HFTs) in price discovery and price efficiency. Overall HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing errors, both on average and on the highest volatility days.
Jonathan Brogaard +2 more
openaire +4 more sources
Journal of Agricultural and Resource Economics, 2005 Previous research has not addressed the impacts of alternative supply conditions on price discovery and pricing choice. This study estimated models with data from an experimental market, the Fed Cattle Market Simulator, encompassing live weight, dressed ...
Clement E. Ward
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Arbitrage, market definition and monitoring a time series approach [PDF]
, 2012 This article considers the application to regional price data of time series methods to test stationarity, multivariate cointegration and exogeneity.
Burke, S, Hunter, J
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Agricultural Economics (AGRICECON), 2022 The volatility of food prices still raises concerns among agricultural market players, increasing interest in the futures markets, thus calling for a better understanding of the connection between the futures and the Italian spot prices.
Carlotta Penone, Samuele Trestini
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DO FIRM CHARACTERISTICS AFFECT PRICE DISCOVERY? EVIDENCE FROM CHINESE CROSS-LISTED STOCKS
Economic Review, 2021 This study examines the price movement relationship for Chinese firms that cross-list their shares on the Hong Kong Stock Exchange and the Shanghai Stock Exchange or Shenzhen Stock Exchange in mainland China.
Yen-Sheng Lee, Yi-Heng Tseng
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Inflation and price discovery in advanced economies
Journal of Applied EconomicsWhile the recent global inflation appears to be under control, significant uncertainty remains surrounding the future potential of disinflationary trends and the renewal of inflationary pressure.
Hany Guirguis +2 more
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Energies, 2019 This paper investigates the co-movement and asymmetric interactions between energy and grain prices, based on the evidence from the crude oil and corn markets, the most important energy and grain markets, respectively. Time series analysis indicates that
Zhan-Ming Chen +3 more
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