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The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges

✍ Scribed by Gong-meng Chen; Oliver Meng Rui; Steven Shuye Wang

Publisher
Springer US
Year
2005
Tongue
English
Weight
213 KB
Volume
25
Category
Article
ISSN
0924-865X

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## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The price‐discovery ability of the Taiwan Top 50 Tracker Fund, an exchange‐traded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum