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Price limit performance: evidence from transactions data and the limit order book

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  • Chan, Soon Huat
  • Kim, Kenneth A.
  • Rhee, S. Ghon

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  • Chan, Soon Huat & Kim, Kenneth A. & Rhee, S. Ghon, 2005. "Price limit performance: evidence from transactions data and the limit order book," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 269-290, March.
    • Handle: RePEc:eee:empfin:v:12:y:2005:i:2:p:269-290
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