@inbook{b81ed9a7c34e413a8eb14cdb32b8523d,
title = "Does price limit affect the autocorrelation of stock return series? A Monte Carlo experiment",
keywords = "Monte Carlo experiment, error term distribution hypothesis, financial markets, price limit regulation, random walk testing, stock price, stock return series autocorrelation, Monte Carlo experiment, error term distribution hypothesis, financial markets, price limit regulation, random walk testing, stock price, stock return series autocorrelation",
author = "Xicai Guo and Yue Fang and Zhi'an Liang",
year = "2010",
doi = "10.1109/bife.2010.98",
language = "English",
isbn = "9780769541167",
volume = "24",
pages = "1130",
booktitle = "proceedings - 3rd international conference on business intelligence and financial engineering",
publisher = "3",
note = "2010 Third International Conference on Business Intelligence and Financial Engineering ; Conference date: 13-08-2010 Through 15-08-2010",
}