Does price limit affect the autocorrelation of stock return series? A Monte Carlo experiment

Xicai Guo (First Author), Yue Fang (Participant Author), Zhi'an Liang (Participant Author)

Research output: Chapter in Book/Report/Conference proceedingBook Chapters

Original languageEnglish
Title of host publicationproceedings - 3rd international conference on business intelligence and financial engineering
Publisher3
Pages1130
Volume24
ISBN (Print)9780769541167
DOIs
Publication statusPublished - 2010
Event2010 Third International Conference on Business Intelligence and Financial Engineering - Hong Kong
Duration: 13 Aug 201015 Aug 2010

Conference

Conference2010 Third International Conference on Business Intelligence and Financial Engineering
CityHong Kong
Period13/08/1015/08/10

Keywords

  • Monte Carlo experiment
  • error term distribution hypothesis
  • financial markets
  • price limit regulation
  • random walk testing
  • stock price
  • stock return series autocorrelation

Indexed by

  • Scopus

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