94 citations · 94 across the 1 of their papers we have counts for
2 papers
q-fin.ST2018
The cooling-off effect of price limits in the Chinese stock markets
Yu-Lei Wan, Gang-Jin Wang, Zhi-Qiang Jiang +2
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the coolin…
q-fin.ST2015★ 94 cited
Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets
Yu-Lei Wan, Wen-Jie Xie, Gao-Feng Gu +5
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase mar…