A simulation study on the effect of price limits change on market volatility and liquidity

LU Hengzhen, YAO Hengyu

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (4) : 897-905.

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PDF(870 KB)
Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (4) : 897-905. DOI: 10.12011/SETP2021-0290

A simulation study on the effect of price limits change on market volatility and liquidity

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(4): 897-905 https://doi.org/10.12011/SETP2021-0290

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