Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic

Research output: Contribution to journal › Article › Research › peer-review

13 Citations (Scopus)

Access to Document

@article{e9e7bb7414a6434f829ec25739eaad38,

title = "Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic",

author = "Kian-Ping Lim and Brooks, {Robert Darren}",

year = "2009",

doi = "10.1016/j.chaos.2007.09.001",

language = "English",

volume = "40",

pages = "1271 -- 1276",

journal = "Chaos, Solitons and Fractals",

issn = "0960-0779",

publisher = "Pergamon",

number = "3",

}

TY - JOUR

T1 - Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic

AU - Lim, Kian-Ping

AU - Brooks, Robert Darren

PY - 2009

Y1 - 2009

U2 - 10.1016/j.chaos.2007.09.001

DO - 10.1016/j.chaos.2007.09.001

M3 - Article

VL - 40

SP - 1271

EP - 1276

JO - Chaos, Solitons and Fractals

JF - Chaos, Solitons and Fractals

SN - 0960-0779

IS - 3

ER -