Price Limit Expansion's Impact on Stock Volatility
The research suggests that expanding price limits can either increase or decrease stock volatility, primarily driven by the magnet effect and inherent volatility levels, with the correction effect having a lesser impact.
Featured in No. 13 on 24 Aug 2023 · 5 days after release
- Released
- 19 Aug 2023
- First featured
- No. 13 · 24 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4545501
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